I personally think that in Common Lisp, and probably any other Lisp, the right thing to do is what @Bamar wrote in his answer, if the goal is just ergonomi, i.e. to save some typing. @Coredump's answer is a nice automation with some extras to what Bamar says.
In addition to that, as a curiosa, there is also symbol-links library, which can't be written in portable Common Lisp, as of current standard, but hacks each implementation.
Care has to be taken if original definition of a function or macro is changed. Since alias is created at compilation time, with dynamic change of function slot, the change won't be reflected in alias. Symbol-links library was created to address that problem, but that is perhaps a relatively rare use-case?