Chelsea have been flying under Alonso, that early optimism has been somewhat curtailed by a healthy dose of realism, however.
Alonso’s side took another early lead against Arsenal through Morgan Rogers but were ultimately worn down by the reigning champions.
Goals from Kai Havertz and Martin Odegaard secured all three points from the home side, as Chelsea sit in fourth with six from a possible nine.
Speaking to BBC Match of the Day after the game, Alonso reflected on the defeat, and admitted it ‘hurt.’
"The assessment and the feeling (is that) it hurts. It hurts to lose. It hurts to suffer our first defeat. It has been a very intense game, a great fight between two sides who have given everything,” he said.
“They have played with the top level of concentration, of intensity. We have tried, we score early, after that Arsenal push us hard and we were struggling a little bit to get control of the ball.
"After the equaliser, it has been quite balanced. We had a couple of chances. It's about details. Once you concede, you need to know it's just one goal. Disappointed that we couldn't take anything from here."
On creating opportunities today: "It was never going to be a game to create 12 opportunities. They are hard to beat, they are hard to create chances (against), but we had 3,4, chances to score more than one goal. This is a process.
“It's still early days for us. We want to start having clean sheets, they will come. The players are committed to working hard, to knowing that we're on the way to compete in each game.
“Not happy that we couldn't get anything but we need to keep calm and carry on."
On if it's too early to say whether Chelsea will score a lot but also concede a lot: "It's too early. Time will tell. We want to keep improving in certain areas, we want to keep doing as well as we are doing.
“Each game is really hard battle and we have fought really hard up to the last minute in the game. It's very important we have this spirit and the team is feeling this spirit. It gives you the strength to win games."