Performance

Performance endpoints return time-weighted return (TWR) series for a reporting entity over an arbitrary period. Public-market and private-market performance are separate — they answer different questions and the second one requires commitment / call / distribution data that only makes sense for illiquid holdings.

What you get back

A performance response is a series of daily TWR points plus summary statistics over the requested window:

  • Name
    reporting_entity_id
    Type
    string
    Description

    The reporting entity the series belongs to.

  • Name
    currency
    Type
    ISO-4217 code
    Description

    The reference currency returns are computed in.

  • Name
    series
    Type
    array
    Description

    Daily TWR points — each with a date, a daily TWR number, and a cumulative TWR from the period start.

  • Name
    summary
    Type
    object
    Description

    Convenience aggregates — total return, annualised return, maximum drawdown, volatility. Pre-computed so dashboards don't re-derive them on every render.

See the definitions page for the formulas behind Daily TWR and cumulative TWR. Aleta uses the Modified Dietz approximation on subperiods with intra-day flows.

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

Public-market performance

Time-weighted return over a window. Defaults to year-to-date in the reporting entity's reference currency.

Optional query parameters

  • Name
    start
    Type
    date
    Description

    First day included in the return calculation. Defaults to the start of the current year.

  • Name
    end
    Type
    date
    Description

    Last day included. Defaults to today.

  • Name
    currency
    Type
    ISO-4217 code
    Description

    Override the reporting currency. FX conversion uses the day's rate at each step of the return calculation.

Request

GET
/v2/performance/reporting-entities/{id}
curl -G https://api.aleta.io/v2/performance/reporting-entities/{id} \
  -H "Authorization: Bearer {token}" \
  -d start=2026-01-01 \
  -d end=2026-03-31
GET/v2/performance/reporting-entities/{id}/private-markets

Private-market performance

Separate endpoint because the right metrics are different: IRR, TVPI, DPI, RVPI instead of TWR. Drawdowns don't apply the same way when capital is called rather than invested up-front.

Request

GET
/v2/performance/reporting-entities/{id}/private-markets
curl https://api.aleta.io/v2/performance/reporting-entities/{id}/private-markets \
  -H "Authorization: Bearer {token}"
  • Holdings — the positions the returns are computed against.
  • Definitions — TWR and supporting formulas.