What is your game plan. What are your goals. How are you coordinating the 3 allies to achieve those goals? What are your opponents goals? How can you block him/her from achieving those goals? I am not talking about taking a capital as a goal. That is the end goal. I am talking about short term goals. (e.g, take and hold Western Europe. Hold the Yakut Sinkaing line against the Japanese for 4 turns. etc.)
What is your overall all strategy? Your goals are steps on the ladder of your strategy to victory.
When you can answer these questions, then you will find you will fare better in your games.
Lastly, be flexible. You will lose important battles. Plans will be countered. Be ready to adapt to these events. Balance risk of loss versus risk of gain. Retreat is often the best thing to do after a bad roll of the dice in a big battle. Reinforce and try again next turn. If you can’t wait for next turn, then you are being outplayed. Study and learn why.