I think the majority of Rangers fans feel the same way, although this week, for the first time, there have been grumbles from some supporters ... as is their right to do so.
But you won't hear me slagging off the manager. Ally is a Rangers man through and through. He feels for the club the way any other supporter does and he hurts even more so when things are not going well.
Last year he steered Rangers through the most turbulent time imaginable. He stood firm when others were bailing out of the club in the summer, even though he knew what was going to be ahead of him this season.
So I will not be part of any criticism of him. If it gets to a point where results are awful and things are just not happening on the park, then Ally will be the first to hold his hands up and admit that it isn't working.He would do the decent thing and allow someone else to come in.
People will say that as a manager, Ally's record in the cup competitions isn't good enough. Last season, any criticism was acceptable as they still had a strong squad.
But, come on, who really expected Gers, with the squad they have, to be winning any of the cups on offer this season?
Fair enough, they ought to have done better in the Ramsdens Cup, yes, but the Scottish Cup and the League Cup were always going to be a bridge too far.
I can understand why so many people were angry at the performance against Dundee United last weekend – and I was certainly one of them.
But the buck for that kind of display does not stop with the manager, but with the players.
And, to me, there are too many experienced campaigners out there who are not giving it their all and who do not yet understand that when you are at Ibrox you need be giving 100% commitment in every single game, no matter who it is against.
The kids in the team can't be faulted. But I do think that there are too many players in there who are not taking full responsibility – and that is not good enough.
Ally's remit this season was to get Rangers out of the Third Division, and he is well on his way to achieving that.
Anything else was always going to be a bonus. Right now they are 19 points ahead at the top of the table and, with that kind of lead, comes a certain amount of complacency.
I don't think the team have been playing well for weeks –they have drawn two games at Ibrox that should have been out of sight – but I'd firmly point my finger at the players.
Ally has not been able to go out and bring in the men that he really wants. He returned after the summer break and was left with eight players, with the challenge of building a new squad. You need to lay off him and give him a break.
He is doing what he was supposed to do this season and that is starting the job of moving the club slowly back up the leagues.
I think most Rangers fans appreciate not only the great servant he has been to the club, but also how his hands are tied on so many fronts.
When players cross the white line the buck stops with them. We need to see far more from players who have been over the course in the SPL before.
Ally, Kenny McDowall and Ian Durrant can do all the coaching they want, but it is up to players to produce the goods. T hey are the ones who need to take a good look in the mirror. To point the finger at Ally for that is nonsense.