Performance

Data model

Performance

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

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.
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

reportingEntity (required)
depository (optional)
portfolio (optional)
instrument (optional)
instrumentClass (optional)
instrumentClassDetailed (optional)

Private market performance

Point-in-time performance metrics for private market fund investments.

navnumber: Net Asset Value of the fund investment as of the navDate in the fund's currency.
navDatestring | null: Date on which the NAV is reported, as yyyy-MM-ddT00:00:00Z. null when no NAV date is recorded.
datestring: The reporting date, as yyyy-MM-ddT00:00:00Z. Since-inception calculations (IRR, multiples, cashflows) are computed from fund inception to this date. You receive one entry per instrument per requested date.
reportingCcyCodestring: ISO 4217 code for the currency in which the data is reported.
fundCcyCodestring: ISO 4217 currency code of the fund's base currency (the currency in which the fund is denominated).
marketValuenumber: Current market value of the investment, converted to the reporting currency.
commitmentInFundCurrencyobject: Capital commitment breakdown, in the fund's currency.

total (number): Total committed capital.

called (number): Capital called (drawdown) to date.

uncalled (number): Remaining capital not yet called.
commitmentInReportingCurrencyobject: Capital commitment breakdown, in the reporting currency.

total (number): Total committed capital.

called (number): Capital called (drawdown) to date.

uncalled (number): Remaining capital not yet called.
multiplierobject: Investment multiple metrics.

dpi (number): Distributions to Paid-In — realised distributions divided by invested capital.

rvpi (number): Residual Value to Paid-In — unrealised value divided by invested capital.

tvpi (number): Total Value to Paid-In — total value (realised + unrealised) divided by invested capital.
cashflowobject: Aggregated cash flow summary, in reporting currency.

drawdowns (number): Total capital contributions made.

distributions (number): Total distributions received.
returnnumber: Total absolute return for the investment, in reporting currency. Note: this field uses a different naming convention than the daily performance endpoint, which uses dailyReturn and accumulatedReturn.
irrnumber: Since-inception Internal Rate of Return expressed as a decimal (e.g. 0.1542 = 15.42%). The field does not state whether the rate is gross or net, or at fund or investor level.

Relationships

reportingEntity (required)
instrument (required)

GET/api/v3/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.

Parameters

expandquery, optional: Allows for expansion of the data from the total reporting entity level to lower levels. Possible values: portfolios, depositories, instruments, instrumentClasses, instrumentClassesDetailed. Multiple values can be passed as a comma separated list, e.g. portfolios,instruments. Values are case-insensitive. The v2 names (assets, assetClasses, assetClassesDetailed) are rejected with a 400.
fromDatequery, required: First day in the period, yyyy-MM-dd.
idpath, required: Identifier for the reporting entity, a 24-character hex ID.
includequery, optional: Allows for inclusion of related data. Possible value: instrument, which requires expand to contain instruments (otherwise 400 Cannot include instrument data if 'expand' is not set to 'instruments'.). Any other value is ignored.
toDatequery, required: Last day in the period, yyyy-MM-dd.

An unknown expand value is 400 Invalid expand parameter: {expand}. Supported values: portfolios, depositories, instruments, instrumentClasses, instrumentClassesDetailed. 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.

Total reporting entity performance

GET/api/v3/performance/reporting-entities/{id}

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241
  ?fromDate=2024-06-03
  &toDate=2024-06-04 HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai

Passing expand=portfolios to the endpoint results in per-portfolio performance data.

Performance by portfolios

GET/api/v3/performance/reporting-entities/{id}

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241
  ?fromDate=2024-06-03
  &toDate=2024-06-03
  &expand=portfolios HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai

Performance by instruments

GET/api/v3/performance/reporting-entities/{id}

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241
  ?fromDate=2024-06-03
  &toDate=2024-06-03
  &expand=instruments HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai

Performance by portfolios and instruments

GET/api/v3/performance/reporting-entities/{id}

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241
  ?fromDate=2024-10-01
  &toDate=2024-10-01
  &expand=instruments,portfolios HTTP/1.1

Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai

Performance by instrument class and detailed instrument class

GET/api/v3/performance/reporting-entities/{id}

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241
  ?fromDate=2024-10-01
  &toDate=2024-10-01
  &expand=instrumentClasses,instrumentClassesDetailed HTTP/1.1

Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai

GET/api/v3/performance/reporting-entities/{id}/private-markets

Get private market performance

Get private market performance metrics in the scope of a reporting entity for a date range. Returns one entry per private market fund instrument per date. Since-inception metrics (IRR, multiples, cashflows) for each entry are computed from fund inception to that entry's date.

Parameters

fromDatequery, required: Start date of the reporting range, yyyy-MM-dd.
idpath, required: Identifier for the reporting entity, a 24-character hex ID.
reportingCurrencyquery, optional: ISO 4217 currency code of the reporting currency. Defaults to the legal entity's primary currency if not specified. A value that is not 3 characters long (including an empty value) is 400 Invalid reporting currency code.; a 3-character code with no data returns an empty data array.
toDatequery, required: End date of the reporting range, yyyy-MM-dd.

A missing or empty date is 400, a date not in yyyy-MM-dd format is 422, and fromDate after toDate is 400. An unknown reporting entity, or one you cannot see, is 404. A reporting entity without private market fund instruments returns an empty data array.

Private market performance

GET/api/v3/performance/reporting-entities/{id}/private-markets

GET /api/v3/performance/reporting-entities/649ad926fc1a10be9e2ea241/private-markets
  ?fromDate=2026-01-30&toDate=2026-01-31&reportingCurrency=DKK HTTP/1.1
Accept: application/vnd.json+api
Authorization: Bearer <access token>
Host: api.aleta.ai