Performance

Daily and accumulated performance metrics in the context of a given period.

Data model

JSON:API resource type: performance.

accumulatedReturnnumber: Total profit/loss since the beginning of the period.
accumulatedTwrnumber: Time-weighted return (TWR) since the beginning of the period.
ccyCodestring: ISO 4217 code for the currency (CCY) in which the data is reported.
dailyNetCashFLownumber: Net cash flow on the day. Note the capital L in the attribute name.
dailyReturnnumber: Profit/loss on the day.
dailyTwrnumber: Time-weighted return (TWR) of the day.
datestring: ISO 8601 representation of the day on which the data holds.

Relationships

reportingEntityreporting-entity: Required.
depositorydepository: Optional.
portfolioportfolio: Optional.
assetasset: Optional.
assetClassasset-class: Optional.
assetClassDetailedasset-class-detailed: Optional.

GET/api/v2/performance/reporting-entities/{id}

Get performance metrics in the scope of a reporting entity in a given period. The default behavior of the endpoint is to aggregate performance for the entire reporting entity, while more granular data can be retrieved by specifying an expand parameter.

Path parameters

idstring: Required. Identifier for the reporting entity.

Query parameters

expandstring: Allows for expansion of the data from the total reporting entity level to lower levels. Possible values: portfolios, depositories, assets, assetClasses, assetClassesDetailed. Multiple values can be passed as a comma separated list, e.g. portfolios,assets. The v3 names (instruments, instrumentClasses, instrumentClassesDetailed) are rejected on /api/v2/performance with a 400; /api/v2/summarized-performance accepts them and treats them as their asset equivalents.
fromDatestring: Required. First day in the period, yyyy-MM-dd.
includestring: Optional. Allows for inclusion of related data. Possible value: asset, which requires expand to contain assets (otherwise 400 Cannot include asset data if 'expand' is not set to 'assets'.). Any other value is ignored.
toDatestring: Required. Last day in the period, yyyy-MM-dd.

An unknown expand value is 400 Invalid expand parameter: {expand}. Supported values: portfolios, depositories, assets, assetClasses, assetClassesDetailed. An unknown reporting entity, or one you cannot see, is 404. A missing or empty date is 400, a date not in yyyy-MM-dd format is 422, and fromDate after toDate is 400.

Request

GET/api/v2/performance/reporting-entities/{id}

curl -G https://api.aleta.ai/api/v2/performance/reporting-entities/649ad926fc1a10be9e2ea241 \
  -H "Authorization: Bearer {access_token}" \
  -d fromDate=2024-06-03 \
  -d toDate=2024-06-04

Response

{
  "data": [
    {
      "type": "performance",
      "id": "c07hD3wE_S7mfh8Bzz6kYA",
      "attributes": {
        "date": "2024-06-03",
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 768476,
        "dailyTwr": 0.0053,
        "accumulatedReturn": 768476,
        "accumulatedTwr": 0.0053
      },
      "relationships": {
        "reportingEntity": {
          "data": { "type": "reporting-entity", "id": "649ad926fc1a10be9e2ea241" }
        }
      }
    },
    {
      "type": "performance",
      "id": "IrPiqdmtYnx_XSxUpenj9Q",
      "attributes": {
        "date": "2024-06-04",
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 843334,
        "dailyTwr": 0.0045,
        "accumulatedReturn": 843334,
        "accumulatedTwr": 0.0045
      },
      "relationships": {
        "reportingEntity": {
          "data": { "type": "reporting-entity", "id": "649ad926fc1a10be9e2ea241" }
        }
      }
    }
  ]
}

GET/api/v2/summarized-performance/reporting-entities/{id}

Summarized performance

One summarized-performance resource per currency and expanded grouping: the latest day of that grouping in the window, with window, month-to-date and day-to-date figures. Month-to-date covers the month of toDate; day-to-date figures are 0 when the grouping has no row on toDate.

Takes the same query parameters as the performance series. include=asset requires expand to contain assets itself (instruments does not count).

Attributes (in emitted order)

accumulatedNetCashFlownumber: Sum of net cash flow over the window.
accumulatedReturnnumber: Sum of return over the window.
accumulatedTwrnumber: Chained TWR over the window.
ccyCodestring: Currency of the figures.
dayToDateNetCashFlownumber: Net cash flow on toDate.
dayToDateReturnnumber: Return on toDate.
dayToDateTwrnumber: TWR on toDate.
datedate: The grouping's latest date in the window.
monthToDateNetCashFlownumber: Net cash flow in the month of toDate.
monthToDateReturnnumber: Return in the month of toDate.
monthToDateTwrnumber: Chained TWR in the month of toDate.

Errors (in the order they are checked)

400 Invalid expand parameter: {expand}. Supported values: portfolios, depositories, assets, assetClasses, assetClassesDetailed.
400 Missing or empty query parameter: fromDate or toDate
422 Dates must use the following format: yyyy-MM-dd.
400 FromDate must be before toDate.
500 An error occurred while processing your request. — {id} is not a 24-character hex ObjectId.
404 'reporting-entity' resource with ID '{id}' not found.
400 Cannot include asset data if 'expand' is not set to 'assets'.