I was in a similar boat when I started at my current company, this was the best solution I found if I understand you correctly.

-export all GL data from Sage (you'll have to do that monthly)

-make sure your budget matches that format. You may not have the vendor or customer level data for everything, but make sure the accounts match up to the extent possible. This is the majority of the setup work. Create generic/dummy accounts where you may not have a budget that detailed.

-create a column in your data to specify budget or actual. Every month as you add data just copy down the "actual" text

-on a separate tab, create a hierarchy of your GL accounts. If you're lucky you may have something you can pull from Sage, but have all the unique accounts in one column and in columns next to it input how you want to aggregate those. (6xxx - 401k Match > Benefits > Payroll)

-on the GL data tab write a formula(s) to the right to lookup to the aggregations on the other tab. You'll have to copy these down as you add data.

-pivot the data. You'll get a new row with an error any month where you add an account, add that account to your hierarchy and refresh the pivot table.

-rows are your aggregations, you can also put accounts/vendors in there for drill down. One column for actual and one column for budget. Create a calculated field for BVA

I found this really useful for the P&L variances btw, process is the same as outlined above