The comment is found on page 193 from Sefer Yamei Chabad.
But looking at the language, it doesn’t appear to be discussing reincarnation (גלגול).
It mentions that the Alter Rebbe once said that the Neshamah of his daughter, Fraida was connected to עולם דדוכרא. It says that the Alter Rebbe commented that for whatever reason, that Neshamah was dressed in the body of his daughter.
This comment was in the context that the Alter Rebbe taught his daughter, Fraida, Chassidic discourses.
In context, that seems to be saying that her intellect was masculine. It is not talking about reincarnation.