It is not possible to add all villains to a single alias however if you go to
'My Reports -> New Report' and create an 'All Players Report' you can see data from all players combined. Remove the 'Player' stat from the report (double click on it under 'Report Stats') to see the data from all players combined and not broken down into rows for individual players. You can then add the stats you want to the report by double clicking the ones you want under 'Available Stats'. Additionally if you add the following filter:
NOT(Player is Hero) you'll see the data from villains only without any hero stats mixed in.