Alexander returns from World War I after it ended, which occurred in late 1918. Even allowing for a year or two's delay, the women he meets upon his return are wearing clothing from the wrong era - they are immediately dressed in late 1930s fashions (appropriate for the year the film was released) instead of the lower hemlines and low (close to the face) hat styles of the early '20s. Hemlines didn't rise to just below the knee until the mid '20s, and women's body silhouettes were mannish, with the bust and waistline de-emphasized, unlike the fitted suit worn by Alice Faye when she sees Alexander upon his return.
An on-location establishing shot shows the Cliff House, a famous San Francisco restaurant, sitting on a cliff overlooking Ocean Beach. A 1930's model car drives by in the foreground. However, this scene takes place before World War I in the movie, so the car is about 25 years too early.