In the Bible, there are many different versions of Jesus' resurrection and ascension that contradict themselves. Therefore, the resurrection and ascension of Jesus Christ are merely stories in the Bible and did not actually happen. This means there is no evidence that Jesus returned to an alien planet.
Jesus was not an ordinary person, he could perform miracles. Furthermore, it is possible that he was resurrected by God and that he ascended to heaven with the help of angels, because he was the chosen one. Aliens do not explain his miracles, God does.