Aluminium rims should give superior braking performance, as mentioned in this answer (Steel vs. Aluminum Wheels) and this blog (steel vs. aluminum wheels).
Check out the shape of the rims and how the brake blocks make contact. If the brake blocks are not in full contact then you will need to adjust them. See also @Batman's suggestion. That could involve further vertical adjustment of the blocks. Make sure the blocks are adjusted to be as close to the rim as possible without touching when the brakes are not applied, so the maximum braking effort can be applied.
Also check whether the calipers are moving as the pressure is applied (avoid riding the bike for this, if you can, because of the obvious danger). Because of the better grip the blocks get on the aluminium rims, it could be the old calipers are not rigid enough for the new job required of them.
If further adjustment and gentle riding does not rapidly improve the situation, invest in new brake blocks. After that, welcome to the expensive world of upgrades: new brakes, new cables, new ...).