They both have the same temperature guide on the castelli site, but if push came to shove, I'd say the Espresso would be the one I'd wear if it were really cold and I had to pick one.
With the way they are constructed, I'd say the Espresso is a touch thicker. To be fair, with the right base layer they'll both be good enough down to zero or below.
If the temperature was the same (low) and I were going for a steady ride with friends I'd go for the Espresso, if I was pushing harder I'd go for the Alpha. I wouldn't wear either above about 8 or 9 degrees, if it were that warm, I'd go for the Alpha jersey, rather than jacket.