Cesar,
Sorry about missing this post. The only built in report we have for affiliates is under Reports | Sales | Affiliate Sales in the backend of the commerce manager. This report is a sales report by date as opposed to a filter by affiliate, but you could easily modify this report and add additional filters as you require.
You have several additional options for creating reports including third party tools and .NET components. We provide a direct integration into the backend to Microsoft Enterprise reporting tools which if you simply setup a server you have access to put your own reports for your end users within the ECF commerce manager backend.
This provides you with a virtually unlimited set of possibilities based on the capabilities of the reporting services including subscription based reporting, automated delivery, BI, multi-format output etc..
The reporting defintion can be done right from within Visual Studio.
http://www.microsoft.com/sql/technologies/reporting/default.mspx
Hope this helps
Note: The interface to reporting services can be defined in the ECF in the commerce manager configuration area.