I think most people of Greek ancestry are not proud of Alexander the Great. He may have been a great warrior of his time. And, he may have successfully defeated other great armies and can take credit for expanding Greek culture from India to Egypt but he was also barbaric and should be viewed the same as Hitler, Genghis Khan, Attila the Hun, Napoleon, and any other mass murderers.
It is also worth noting that there is doubt about whether Alexander was actually Greek. Some claim he may have been from what was then called Macedonia. I believe this is still an open question today, in 2018.