Searching through an alias with filter is very slow in Elasticsearch

I have an elasticsearch index, my_index, with millions of documents, with key my_uuid. On top of that index I have several filtered aliases of the following form (showing only my_alias as retrieved by GET my_index/_alias/my_alias):

    "my_index": {
        "aliases": {
            "my_alias": {
                "filter": {
                    "terms": {
                        "my_uuid": [
                            thousands of rows...

My understanding is that the filter will be cached transparently for me, without having to do any configuration. The thing is I am experiencing very slow searches, when going through the alias, which suggests that 1. the filter is not cached, or 2. it is wrongly written.

Indicative numbers:

GET my_index/_search -> 50ms 
GET my_alias/_search -> 8000ms

I can provide further information on the cluster scale, and size of data if anyone considers this relevant.

I am using elasticsearch 2.4.1. I am getting the right results, it is just the performance that concerns me.

(This question originally appeared in stackoverflow but did not draw any attention)

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