My view point only -
1. What we know in the history is mostly the western world perspective which is mostly one sided.
2. Western kings/emperors has a habit of carrying the historian with him (true for the alexander also) which was not true with eastern hence we know more good about them then bad. In short Most of our accounts about Alexander come from his side, not the people he overran. Most of our accounts about Genghis Khan come from areas that were overrun.
3. One of the very important point is that he was admired by many kings. Romans admired him, Napoleon admired him and Europeans in general admired him as a great conqueror. Hence we know him as great.