How do you pronounce Alekhine's name?

The 4th World Chess Champion's name is quite confusing to pronounce.  Some people call it a-LEK-hine, or A-le-chin, or a-LEK-kine, or others.  What is the actual way of saying this guy's name?

It is a Russian last name, it sounds a little different in Russian. I believe it would be easier and more correct to pronounce it like:

A(like in bus) L YO(like in yogurt) H(like in home) IN.

when english speakers see the name, we want to put the emphasis on the 'hine', but from what I've heard it belongs on the 'lek.'

I don't know phonetics, but I would write it like this for pronunciation:

ah-LEK-in.

yeah. second syllable (yo) is the right one to stress.

btw. that's how it looks in Russian: Алёхин. In Russian letter "ё" is special in a way that it always gets stressed with no exceptions.

 Aliéjin or Aliójin, or something in between actually for spanish speakers... I realize after reading it in Russian :)

 When I watch old movies I tend to think that the actors were being too affected and that no one really spoke in that theatrical Barrymore-esque "Master Thespian" manner. I stand corrected. 

Don't know what it's actually pronounced as... But Google understands Ale-Chin 

I know I'm four and a half years late, but his name is actually spelled Alëkhine. the little "ë" is pronounced "yo" like in yoghurt, so it would be al-YO-khin.

@11

Alekhine was an aristocrat and thus the pronunciation was Al YE khin. YO would be for a peasant.
After emigrating to France it was spelled Alékhine the é indicating a pronunciation YE.

Likewise Peter the Great was pronounced P-E-TER, while a peasant was called P-YO-TER.

Russians pronounce it with the io aliokhine but him himself pronounce alekhine

The Russian pronunciation would be the correct one... or perhaps the French pronunciation (since Alekhine spent the last 20-odd years of his life as a French citizen).

What throws English speakers is the "kh" in the middle. This is a transliteration of the Cyrillic Alphabet letter that looks like "X" and is pronounced with an aspirated, back of the throat gurgle. But when we look at it we separate that letter into two syllables: Alek-hine, with a hard K and a soft H sound but in two different syllables.