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Version: 2026-03-06.1

Performance

Data Model​

Performance​

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

  • accumulatedReturn (number): Total profit/loss since the beginning of the period.
  • accumulatedTwr (number): Time-weighted return (TWR) since the beginning of the period.
  • ccyCode (string): ISO 4217 code for the currency (CCY) in which the data is reported.
  • dailyNetCashFlow (number): Net cash flow on the day.
  • dailyReturn (number): Profit/loss on the day.
  • dailyTwr (number): Time-weighted return (TWR) of the day.
  • date (string): 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.

  • nav (number): Net Asset Value of the fund investment as of the navDate in the fund's currency.
  • navDate (string): ISO 8601 date on which the NAV is reported.
  • date (string): ISO 8601 representation of the reporting date.
  • reportingCcyCode (string): ISO 4217 code for the currency in which the data is reported.
  • fundCcyCode (string): ISO 4217 currency code of the fund’s base currency (the currency in which the fund is denominated).
  • marketValue (number): Current market value of the investment, converted to the reporting currency.
  • commitmentInFundCurrency (object): Capital commitment breakdown, in the fund's currency.
    • total (number): Total committed capital.
    • called (number): Capital called (drawndown) to date.
    • uncalled (number): Remaining capital not yet called.
  • commitmentInReportingCurrency (object): Capital commitment breakdown, in the reporting currency.
    • total (number): Total committed capital.
    • called (number): Capital called (drawndown) to date.
    • uncalled (number): Remaining capital not yet called.
  • multiplier (object): 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.
  • cashflow (object): Aggregated cash flow summary, in reporting currency.
    • drawdowns (number): Total capital contributions made.
    • distributions (number): Total distributions received.
  • return (number): Total absolute return for the investment, in reporting currency.
  • irr (number): Internal Rate of Return expressed as a decimal (e.g. 0.1542 = 15.42%).

Relationships​

  • reportingEntity (required)
  • instrument (optional)

Endpoints​

GET /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​

  • expand (query): 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".
  • fromDate (query, required): ISO 8601 representation of the first day in the period.
  • id (path, required): Identifier for the reporting entity.
  • include (query, optional): Allows for inclusion of related data. Multiple values can be passed as a comma separated list. Possible values: "instrument".
  • toDate (query, required): ISO 8601 representation of the last day in the period.

Examples​

Total Reporting Entity Performance​
200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "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"
          }
        }
      }
    }
  ]
}
Performance By Portfolios​

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

200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "data": [
    {
      "type": "performance",
      "id": "c5kVZD1IbVrFYYx6nocYog",
      "attributes": {
        "date": "2024-06-03",
        "ccyCode": "DKK",
        "dailyNetCashFlow": 0,
        "dailyReturn": 768476,
        "dailyTwr": 0.0053,
        "accumulatedReturn": 768476,
        "accumulatedTwr": 0.0053
      },
      "relationships": {
        "portfolio": {
          "data": {
            "type": "portfolio",
            "id": "649ada0dfc1a10be9e2ea249"
          }
        },
        "reportingEntity": {
          "data": {
            "type": "reporting-entity",
            "id": "649ad926fc1a10be9e2ea241"
          }
        }
      }
    },
    {
      "type": "performance",
      "id": "XUkROqQqgQIzaCxZhSeVOw",
      "attributes": {
        "date": "2024-06-03",
        "ccyCode": "DKK",
        "dailyNetCashFlow": 0,
        "dailyReturn": 843334,
        "dailyTwr": 0.0045,
        "accumulatedReturn": 843334,
        "accumulatedTwr": 0.0045
      },
      "relationships": {
        "portfolio": {
          "data": {
            "type": "portfolio",
            "id": "649aeec93f1ec4e3433b76f5"
          }
        },
        "reportingEntity": {
          "data": {
            "type": "reporting-entity",
            "id": "649ad926fc1a10be9e2ea241"
          }
        }
      }
    }
  ]
}
Performance By Instruments​
200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "data": [
    {
      "type": "performance",
      "id": "XW9nG4mq3b7Rtsv46rqVFQ",
      "attributes": {
        "date": "2024-06-03",
        "ccyCode": "DKK",
        "dailyNetCashFlow": 0,
        "dailyReturn": 768476,
        "dailyTwr": 0.0053,
        "accumulatedReturn": 768476,
        "accumulatedTwr": 0.0053
      },
      "relationships": {
        "instrument": {
          "data": {
            "type": "instrument",
            "id": "649ada0dfc1a10be9e2ea249"
          }
        },
        "reportingEntity": {
          "data": {
            "type": "reporting-entity",
            "id": "649ad926fc1a10be9e2ea241"
          }
        }
      }
    },
    {
      "type": "performance",
      "id": "r9yDCO7Ai1ZcrZkRvxLl9w",
      "attributes": {
        "date": "2024-06-03",
        "ccyCode": "DKK",
        "dailyNetCashFlow": 0,
        "dailyReturn": 843334,
        "dailyTwr": 0.0045,
        "accumulatedReturn": 843334,
        "accumulatedTwr": 0.0045
      },
      "relationships": {
        "instrument": {
          "data": {
            "type": "instrument",
            "id": "649aeec93f1ec4e3433b76f5"
          }
        },
        "reportingEntity": {
          "data": {
            "type": "reporting-entity",
            "id": "649ad926fc1a10be9e2ea241"
          }
        }
      }
    }
  ]
}
Performance By Portfolios and Instruments​
200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "data": [
    {
      "type": "performance",
      "id": "Mf9mfbvSpEEv8SdIjOMzWA",
      "attributes": {
        "accumulatedReturn": 17.81772541,
        "accumulatedTwr": 2.534854906821593E-05,
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 17.81772541,
        "dailyTwr": 2.534854906811493E-05,
        "date": "2024-10-01"
      },
      "relationships": {
        "instrument": {
          "data": {
            "id": "0e496ca224b76c4d9bdbfc7b",
            "type": "instrument"
          }
        },
        "reportingEntity": {
          "data": {
            "id": "649ad926fc1a10be9e2ea241",
            "type": "reporting-entity"
          }
        },
        "portfolio": {
          "data": {
            "id": "666ae70b272d21815633c903",
            "type": "portfolio"
          }
        }
      }
    },
    {
      "type": "performance",
      "id": "IvxUP77izxqkQVwhPUWQOg",
      "attributes": {
        "accumulatedReturn": 22.9085041,
        "accumulatedTwr": 3.270091222695726E-05,
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 22.9085041,
        "dailyTwr": 3.2700912226987384E-05,
        "date": "2024-10-01"
      },
      "relationships": {
        "instrument": {
          "data": {
            "id": "0e496ca224b76c4d9bdbfc7b",
            "type": "instrument"
          }
        },
        "reportingEntity": {
          "data": {
            "id": "649ad926fc1a10be9e2ea241",
            "type": "reporting-entity"
          }
        },
        "portfolio": {
          "data": {
            "id": "666ae70b272d21815633c904",
            "type": "portfolio"
          }
        }
      }
    }
  ]
}
Performance By Instrument Class and Detailed Instrument Class​
200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "data": [
    {
      "type": "performance",
      "id": "Mf9mfbvSpEEv8SdIjOMzWA",
      "attributes": {
        "accumulatedReturn": 17.81772541,
        "accumulatedTwr": 2.534854906821593E-05,
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 17.81772541,
        "dailyTwr": 2.534854906811493E-05,
        "date": "2024-10-01"
      },
      "relationships": {
        "instrumentClass": {
          "data": {
            "id": "0e496ca224b76c4d9bdbfc7b",
            "type": "instrument-class"
          }
        },
        "instrumentClassDetailed": {
          "data": {
            "id": "666ae70b272d21815633c903",
            "type": "instrument-class-detailed"
          }
        },        
        "reportingEntity": {
          "data": {
            "id": "649ad926fc1a10be9e2ea241",
            "type": "reporting-entity"
          }
        }
      }
    },
    {
      "type": "performance",
      "id": "IvxUP77izxqkQVwhPUWQOg",
      "attributes": {
        "accumulatedReturn": 22.9085041,
        "accumulatedTwr": 3.270091222695726E-05,
        "ccyCode": "DKK",
        "dailyNetCashFLow": 0,
        "dailyReturn": 22.9085041,
        "dailyTwr": 3.2700912226987384E-05,
        "date": "2024-10-01"
      },
      "relationships": {
        "instrumentClass": {
          "data": {
            "id": "0e496ca224b76c4d9bdbfc7b",
            "type": "instrument-class"
          }
        },
        "instrumentClassDetailed": {
          "data": {
            "id": "666ae70b272d21815633c904",
            "type": "instrument-class-detailed"
          }
        },
        "reportingEntity": {
          "data": {
            "id": "649ad926fc1a10be9e2ea241",
            "type": "reporting-entity"
          }
        }
      }
    }
  ]
}

GET /performance/reporting-entities/:id/private-markets​

Get private market performance metrics in the scope of a reporting entity as of a given NAV date. The default behavior is to aggregate across all private market fund instruments within the reporting entity.

Parameters​

  • id (path, required): Identifier for the reporting entity.
  • fromDate (query, required): ISO 8601 date as of which the data is reported.
  • toDate (query, required): ISO 8601 date as of which the data is reported.
  • reportingCurrency (query, optional): ISO 4217 currency code of the reporting currency.

Examples​

Private Market Performance​
200 OK 
# Request
GET /api/v2/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: platform.aleta.io


# Response
HTTP/1.1 200 OK
Content-Type: application/vnd.api+json

{
  "data": [
    {
      "type": "private-market-performance",
      "id": "pM3xK9wRqL2nYtA7cZvB0Q",
      "attributes": {
        "navDate": "2026-01-30",
        "nav": 12500000,
        "date": "2026-01-31",
        "reportingCcyCode": "DKK",
        "fundCcyCode": "EUR",
        "marketValue": 12500000,
        "commitmentInFundCurrency": {
          "total": 10000000,
          "called": 8500000,
          "uncalled": 1500000
        },
        "commitmentInReportingCurrency": {
          "total": 74500000,
          "called": 63325000,
          "uncalled": 11175000
        },
        "multiplier": {
          "dpi": 0.45,
          "rvpi": 1.27,
          "tvpi": 1.72
        },
        "cashflow": {
          "drawdowns": 63325000,
          "distributions": 28496250
        },
        "return": 11175000,
        "irr": 0.1542
      },
      "relationships": {
        "reportingEntity": {
          "data": {
            "type": "reporting-entity",
            "id": "649ad926fc1a10be9e2ea241"
          }
        },
        "instrument": {
          "data": {
            "type": "instrument",
            "id": "5e6a90cf921d8b1874c32ed5"
          }
        }
      }
    }
  ]
}