Sure there are a few gambit lines, like the Stafford, that do slightly better, but if you play the refutation line from Naroditsky, black loses badly. In other words, it does better than any other traditional non-gambit line that I have seen.
Of course you should play what you like, because what you feel comfortable with is more important, but the opening does well.
I think the Alekhine is a good weapon. It catches many players off guard and it’s an opening you can use to play for a win as black.