But he is a manager and he is well aware that the current run of results is not good enough.
I don't think he is getting to the stage where he is under pressure, but he knows those days will come unless he starts getting much, much more out of his players.
As an outsider, it seems to me that the players are too pampered, too used to the cosy SPL trappings.
One of the best things Ally could do for them is to take away all the luxuries; the fancy hotels before games, the comfy coach and get right back to basics. It is what the other clubs in the Irn-Bru Third Division have to do.
And it might just hammer home the message that these players are Third Division players because that is where the problem seems to lie – in their attitude.
There is simply no excuse to going out of the Ramsdens Cup to Queen of the South, penalties or not.
If you take a look at the players Rangers have at their disposal, they should be good enough to win it off the park.
We've put up with the poor away form, citing tight pitches and players getting stuck right in, but at Ibrox with all the space and the crowd right behind them, there was no obvious reason for Rangers to struggle.
It all comes down to hunger, to a determination to prove yourself and that is what the Queen of the South players had.
Rangers don't seem to have that at the minute and, if it keeps up, it won't be long before the grumbles start to grow a little louder.
Quite rightly, managers get all the praise going when their team is doing the business on the park, but that quickly sours when results are simply not there.
Managers go into the job with their eyes open. They know that this is a results-driven business and the talk, ultimately, is always done on the park.
Which is why Ally needs to get into Murray Park and start giving a few hefty kicks up the backsides to players who are too used to cushy, SPL lives.
They are in amongst it now in the Third Division and they have used up all their lives now.
It's time to start getting the results at all costs and start showing the fight and desire that is necessary to get out of this division.
The attitude to games has to be right and, given the amount of lessons that must have been learned from these first 10 games, it's high time that the players realised that.
It won't take long before the Ibrox crowd starts to get on their backs if they don't start lifting their game.
Guys like Ian Black, Francisco Sandaza, Kevin Kyle and Dean Shiels have all been over the course before.
They are experienced professionals, but they are not delivering just now. There needs to be a steep improvement and it needs to start on Sunday against Montrose.
Rangers are a Third Division club. It's imperative they drop their airs and graces and be prepared to get their hands dirty.
It is a long fight ahead to get back to the SPL and there is no-one who will give them an easy passage back to the top.