Alphonse's relationship with Roy is completely different from the one his older brother has -- mostly because, well, Al is not Edward. Usually labelled as "the younger Elric brother", Alphonse Elric is however an entirely independent individual, who's got nothing to envy about his brother, personality or habilities wise. He's not someone who's standing inside his older brother's shadow, he's got a shine of his own.

You can see Alphonse's maturity is quite more developed than Edward's from the very beginning, having to act as the rational balance to his brother's impulsive attitude. He's the calmer between the two, usually tries to stop an think before doing anything and tends to understand other people's motives a deal lot more. Something which also applies to Roy.

With Al, there's no such problem as Roy's resemblance to a parental figure. Alphonse knew his father for one year less than his brother, something quite meaningful at that short age, but not enough to change their attitude towards Hohenheim so drastically. Somehow, Alphonse is quite an empathic person and always tries to find a reason for other people's behaviours. I believe that, from the bottom of his heart, he wants to believe his father had a good reason for leaving them, doesn't matter what his brother may think.

I'd say Alphonse has always welcomed Roy's attempts to help them as such, and trusted him to be an ally to his brother and himself. Despite not working for him, Alphonse has always treated Roy (also Hawkeye and the rest) respectfully at all times, but then again, Al's politeness is part of his nature.

     

A decisive turn of events in Al's interaction with Roy, happens when he's caught in the events dealing with Barry the Chopper. It's curious that, right after Roy's supposed murder of Maria Ross, Al would be up to help Roy so willingly. One can only think that, despite not agreeing with Roy's impulsive and exaggerated act, he could also understand Roy's need to avenge the death of his best friend, even if he had known Ross himself. The amount of trust that Al confides Roy with is even larger than we thought up to that point.

An so, when Roy asks him if he wants to go along, Alphonse accepts the offer. Roy is not only relying on him an important mission, he's also treating him like an individual, not anyone's brother or someone whose decisions are not his own. Roy goes even further and sends him with Hawkeye, trusting him her protection (and also trusting her with Al's protection), in case anything happened she couldn't handle. And then it happens.

Hawkeye: Alphonse, leave me and run away.
Alphonse: I won't!
Hawkeye: Run away!! But only you alone!
Alphonse: I won't!! No matter what, I won't! That's because... my powerlessness is the cause for the deaths of too many people! I will not tolerate seeing people I should be protecting, die in front of my eyes!
Roy: Well said, Alphonse Elric.

We've been witnesses of Alphonse's growth throughout the series, but it's at this point when we realize just how strong Alphonse has become as a person. His reliability, determination and bravery are out of the chart, and Roy makes sure he knows he's not just the hero's brother, but a hero himself. In exchange, Alphonse is able to witness first-hand the Colonel's true nature, how he's prepared to sacrifice himself for the people he cares about. This makes Al gain a whole new level of understanding of Roy:

Alphonse: I have a hunch on the reason my brother is prejudiced against the Colonel. Always learning and doing irrational stuff, saying things before even thinking them through, however... Well, when someone close to him is into some sort of danger, he never stops to look back on his own affairs. The Colonel is amazingly similar to my brother.

It's true that Ed and Roy are quite similar in some respects, but there's also something quite Roy-like in Alphonse. Both of them are people who carry a great deal of pain inside their hearts, even if for very different reasons. However, they both choose not to show it to outsiders and instead project a calm exterior, one which allows them to keep going and don't stop to gloat over their own painful past. They have decided not to talk about it (at least not normally) taking in consideration other people's feelings, which shouldn't be aggravated by the weight they're carrying.

There's no doubt that Al and Roy's inner strength and constancy is something that makes them alike in more than just one respect. But also there's no way Roy's gonna forget about Alphonse saving Hawkeye's life in times of despair anytime soon -- neither is Alphonse gonna shove Roy's past, present and future help off.