Frank, the alto sax is tuned to Eb which is up a minor 3rd from concert C. A piano is tuned to concert C.
When you play a B on your alto sax you are playing a minor 3rd down from the concert pitch which would be D.
If you are familiar with what a relative minor is then you are playing in the major key of the relative minor to sound the same pitch as concert.
For example if the piano is playing in C major, the concert pitch, the alto sax would need to play in the key of A major. The relative minor of C is A minor.
So if the concert pitch is G you would play in E, if concert is pitch is Eb you would play in C and so on.
What you are doing is playing in your key to bring the sax to the concert pitch.
Hope this makes a little sense.