Well, I say that based on the fact that Alexander lived between 350s & 320s BC. The earliest of the the five ancient historians is dated around the 50s BC. So there is quite a gap between them. A similar gap exists between Caesar & the ancient historians that chronicled his life. Hence the amount of legendary material that you must troll through to find the "real" history.
If you compare that with the Gospels, which are dated between 60 & 100 AD (depending on whom you believe), and the time of the alledged events, the time frame is quite small.
This is one of the evidences for a historical Jesus in my opinion.
The transmission of information about events is key.
The people who put their hands on the copying and redacting of "scripture" had every reason to change it (and did) along the way.
Every link in the transmission of a story causes a break.
How many people do you know who have died for their belief in Alexander the Great over the last two thousand years?
How many people have given their lives to Alexander?
How many people have gone to holy war over differing opinions about Alexander's nature?
How many sects, cults and denominations claim that Alexander is alive and returning to destroy the world?
That, my friend, is the very real difference between the existence of Alexander and Jesus; the result of the story and the impact of the salesmanship regarding the importance and relevance of each character.