Portfolio Allocation Drift & Rebalancing Dashboard

Harrington Family Office · $95.0M AUM · As of December 13, 2024 4:15 PM ET

Last Rebalance: Jun 14, 2024
Max Drift
+6.2pp
U.S. Equity
Tracking Error Contribution
47 bps
Drift-driven TE
Rebalancing Urgency Score
8.4/10
Action Required
Estimated Rebal. Cost
$52.3K
0.055% of AUM
Tax-Lot Efficiency Score
7.2/10
Good
Turnover Budget Used
42%
58% remaining

Current Allocation Drift vs. Target Weights

Drift History (180 Days)

Asset Class Momentum (3-Month)

Recommended Rebalancing Trades

Asset Class Current % Target % Drift Action Amount Cost Est. Tax Impact
U.S. Equity 41.2% 35.0% +6.2pp SELL $5.89M $18,200 $124,300
EM Debt 0.1% 4.0% -3.9pp BUY $3.71M $8,400 —
Intl Developed 13.1% 15.0% -1.9pp BUY $1.81M $4,100 —
High Yield 4.2% 5.0% -0.8pp HOLD — — —
Real Estate 5.7% 5.0% +0.7pp HOLD — — —
U.S. Core Fixed 18.3% 18.0% +0.3pp HOLD — — —
EM Equity 7.4% 8.0% -0.6pp HOLD — — —
Infrastructure 3.2% 3.0% +0.2pp HOLD — — —
Total Rebalancing Package
Trade Volume: $11.4M Total Cost: $52,300 Tax Impact: $124,300

Factor Tilt Drift (Current vs. Target)

Correlation-Adjusted Effective Allocation

Tax-Lot Efficiency

U.S. Equity
6.0
Intl Developed
8.5
EM Equity
7.5
Fixed Income
9.0
Real Assets
7.0

Tactical Overlay

U.S. Equity Tilt +2.0%
EM Equity Tilt -1.5%
Credit Tilt +0.5%
Duration Tilt -0.8yr
Net Overlay Impact +0.24%

Rebalancing History

Jun
14
U.S. Equity trim
Cost: $38.2K · Tax: $22.1K
Mar
22
EM Debt add
Cost: $12.4K · Tax: —
Jan
18
Full rebalance
Cost: $64.1K · Tax: $31.2K
Avg. rebalancing interval: 94 days

What-If Rebalance Simulator

Projected Tracking Error
32 bps
-15 bps vs. current
Total Cost (incl. tax)
$176.6K
0.186% of AUM
Breakeven Period
4.2 mo
At current drift rate
Data sources: Addepar · Bloomberg TCA · Schwab Tax Lots · Axioma Risk
Updated: Dec 13, 2024 4:15 PM ET · Next refresh: 4:45 PM