Board Thread:Questions and Answers/@comment-223.27.94.3-20130925053424/@comment-3445779-20130925093759

When Aika told Hayate and Hinagiku that "Alice" was a princess from a foreign contrary, that was just a cover story to hide Athena's idenity from everyone else. Anyway to answer your question, Aika's relationship with Athena is really unclear, but it appears that they are working together in some kind of goal with Mikado. Whatever what they are planning or what their relationship is, will probably be explained in the manga later on.