It is meaningless because it's not comparing like to like. The sort of evidence you expect to see relating to someone who conquered a significant percentage of Asia, commissioned historians to follow him around, and organised a massive propaganda campaign featuring himself as figurehead, is very different from the sort of evidence you expect for someone who led a cult that had no immediate political impact and didn't spread outside his homeland during his lifetime.

The historical data we have relating to specific individuals in the ancient Mediterranean world is very, very strongly skewed towards political figures. If someone didn't have major influence on international politics during their lifetime, there's no reason to expect anything in particular. The claim you attribute to your teacher is unquestionably wrong, but I'm glad you realise that simply treating the opposite as true would be equally silly. Quantity of evidence is not usually important (though it's always nice to have more!). What sort of evidence it's reasonable to expect counts for a lot.

Unlike Jesus, there is no debate at all about whether or not Alexander existed.

Alexander's life has been described in several independent contemporary written sources, which unfortunately are mostly lost. But we know those writings existed because others refered to and partially copied them. This is solid evidence in terms of ancient history. Furthermore, there are several contemporary inscriptions which mention Alexander, not to mention the real-world effects his actions have had: the cities he founded, shattered empire he left behind. We know these exist(ed).

Once it is established beyond doubt that Alexander existed, what does the volume of evidence matter? Will another inscription make him more real? That your teacher has had to resort to such a weird argument seems to indicate to me that he believes his evidence for Jesus can't speak for itself.

I definitely think it's a meaningless comparison, because it's just not accurate.

Look at Jesus. Unless you consider the James Ossuary (which, considering the questions over its authenticity, I won't), we have zero archaeological evidence for Jesus' existence -- no buildings, graves, tools, letters, or any other type of goods can be definitively associated with him. Nothing written by him survives, and the only sources we have on him are Gospels written by men who most likely didn't know him in person or by Roman historians decades and centuries after the fact. Paul's letters are contemporary to him, but again, Paul never knew Jesus. None of this is to say that Jesus didn't exist -- as you say, most scholars agree that there is probably was a historical Jesus, though whether or not the Gospels accurately depict him is another issue entirely. But from an archaeological perspective, there isn't much evidence to go by.

Now look at Alexander. There are a large number of written sources on him -- none of the histories that we have access to were written by men who knew Alexander, but we know that they heavily referenced sources written by those who did (such as Ptolemy I Soter and Callisthenes). We have Babylonian astrological texts contemporary to Alexander's conquests that reference his life and death. We have cities founded by him, coins minted by him, busts of him made during his life, etc. We have many later authors who describe visiting his tomb in Alexandria and viewing his body and his grave goods. We don't know where his tomb is today, but we do have his father's tomb and his son's tomb (including their skeletons).

So I think it's fair to say that we have a great deal more evidence for Alexander's existence than we do for Jesus' existence. At the end of the day, though, it's a rather silly point to make anyway.