There's no "one size fits all" kinda thing in defi. If you think you can get better returns using a different strategy than go for it.
That said: if you put your 1000 DAI into Alchemix and get a 500 alUSD loan, once your debt is paid off automatically by Alchemix you'll have 1000 DAI and 500 alUSD plus whatever staking rewards you got for it, whereas in your curve example you'd have your 500 DAI plus staking rewards and your other 500 DAI that are elsewhere.
Math out whatever works for you and be sure to fully understand the systems and risks you're planning on dropping your money into.