Matthew Henry, in his commentary on Daniel 11, says this about Alexander the Great:
Olympias, Alexander’s mother, killed him, and poisoned Alexander’s two sons, Hercules and Alexander. Thus was his family rooted out by its own hands. See what decaying perishing things worldly pomp and possessions are, and the powers by which they are got. Never was the vanity of the world and its greatest things shown more evidently than in the story of Alexander. All is vanity and vexation of spirit.
Ecclesiastes makes the same case, though, as Timothy Keller pointed out in one of his sermons, it pertains only to "all that under the sun," meaning the temporal things of this present world. But there is a different world to come, a "better country, a heavenly country," as Hebrews 11 says, and a "new heaven and a new earth" as Revelation 21 says.
No wonder the human soul suffers such unbearable emptiness and bottomless cynicism when it looks to this world to fill its ever need. We crave the Bread of Life and the Living Water and don't even know it.