Weak when they needed to be strong, anxious when they had to be assured, Newcastle United deservedly bowed out of Europe in a small town north of Amsterdam last night. Big reputations and even bigger pay packets were made to look every bit as inflated as they are generally perceived.

Glenn Roeder had said Newcastle would press "high and early" but that plan never materialised. Newcastle started - and finished - on the back foot. Timid in defence, the visitors were tentative elsewhere. James Milner, arguably the club's player of the season to date, spent 90 minutes on the bench. AZ Alkmaar are no world-beaters - they were 4-1 down in 37 minutes in the first leg at St James' Park - but that was one reason why they looked it.

"AZ played very, very well tonight but we played very poorly," Roeder said. "The two goals were poorly defended, the cross for the first has to be cut out, the second was from a corner kick and the player responsible knows he's lost the goalscorer. We had too many experienced players tonight who I would have expected to do better. I'm hugely disappointed."

Newcastle's inability to show composure in the opening half-hour gave the Dutch the necessary early encouragement and, three weeks after his 34th birthday, the former Rangers striker Shota Arveladze led Alkmaar from the front.

With Newcastle as brittle defensively as Alkmaar were last week, Arveladze scored the all-important first goal. That set the tone and, though Newcastle made it to half-time only 1-0 down, Danny Koevermans headed in the merited second 11 minutes into the second half. Koevermans had drilled in a 73rd-minute goal at St James' Park that Louis van Gaal had said kept his team's hopes "alive".

Last night Van Gaal said afterwards that "the most important quality of a manager is to make his players believe in what he's doing" and Newcastle's obvious lack of that, allied to a fervent atmosphere in this compact new stadium, with Boney M booming out and a recording of Winston Churchill stoking the fans, made an immediately imposing impression.

Newcastle did not. Though they would end the game having had three one-on-one chances with the AZ goalkeeper, Boy Waterman, the Geordies never suggested that they would quell Alkmaar. Obafemi Martins missed an 83rd-minute chance, but that was his first on-target shot. He was as underwhelming as the rest.

Yet as Roeder had said beforehand, Newcastle did not have to score. This game was about defending and Titus Bramble and the talked-up Steven Taylor failed in their duties. Grace under pressure is not a quality Newcastle's defence exhibit too often and, even before Arveladze's 14th-minute opener, there were moments of alarm from Bramble and Damien Duff.

The Irish winger's presence in defence showed how far back Newcastle were being pushed. Moussa Dembélé, a substitute at St James' because of injury, was largely responsible for this. The burly 19-year-old midfielder was operating just behind Arveladze, forcing Nicky Butt to sit virtually on top of Bramble and Taylor. Van Gaal said Newcastle's midfield was "swimming", a Dutch football term equivalent to "all at sea".

Thirty seconds before Arveladze scored, he lured Taylor out to the right-back area and then swivelled away. Shay Given made his first save but the ball remained in play and Koevermans collected it on the right flank. His centre along the ground bisected Given, Taylor and Bramble and, from barely four yards, Arveladze pounced to slide the ball in. It could have been worse as two minutes before the interval, AZ had a reasonable penalty claim, Paul Huntington appearing to catch Julian Jenner.

In the 54th minute Kieron Dyer went close with Newcastle's first really dangerous effort, but although he steered his shot beyond Waterman it slid a foot past the far post. In AZ's next surge Koevermans was more accurate. The big striker won a corner and was there at the near post when Maarten Martens sent it in. Climbing highest, Koevermans' header was powerful and gave Given no chance.

Emre Belozoglu replaced the anonymous Duff but the tide was still going the other way. Given made a block from Jenner, Koevermans had a shot scurried off the line by Taylor and, with Given again beaten, Huntington headed clear a 77th-minute Dembélé effort.

Tyneside is now sure to host an inquest into Roeder's future, some of his players' and that of the club as a whole. That's how demoralising this was.