OK i think you mention several problems:
1. the OOB victory conditions suck!
2. the allies are not making enough money (or the axis too much).
3. you can’t find a way to realy hurt your opponents
this is what i think you can do:
1. change the victory conditions. Try to use YG’s victory objectives in this video. This will make the victory conditions a lot more balanced. https://www.youtube.com/watch?v=4X-47c75SyI
2. use extra NO’s for the allies explained in this video by YG: https://www.youtube.com/watch?v=R9C_3d1EMR8
OR create your own addition NO’s to help the allies, especially the US.
3. This is where experience is important. I think playing the US is fun but the most difficult nation. I think for the US a 50/50% purchase Europe/Pacific is not a good idea nor is 100% on one side. Try to find out wich side does better and adjust your strategy.
Make sure you have a variaty of units (i personaly never buy cruisers nor battleships).
Use the US for the warships (bombers, carriers, planes, destroyers and subs) and use ANZAC and the UK for transports and land units. When the US attacks and takes a territory, the UK/ANZAC can reinforce it by sending troops/landing fighters. Make sure you combine your allied fleets for optimal protection (scramble) and the option to let the UK/ANZAC follow the US each turn.
For example: the US fleet (with a few transports) in SZ 91 moves to SZ 95 or SZ 112 and takes Norway or Southern Italy. UK land their troops into the same territory and land extra fighters for extra protection. If possible, UK can also attack Northern italy so Italy or Gemany can’t counter their next turn.
The US is the only player that can deal with the Japanese navy so they should provide the warships. ANZAC/UK’s production is closer than the US production so they should provide the troops and fighters.
Hope this is helpfull…
(sorry for the poor english grammar) :|