From my experiance(for what its worth), the bigger diameter aluminum could be alittle bit of the problem, but shouldn't really matter that much. My experience with people who don't get penetration always points to a bow thats not tuned perfectly. Seriously, if your bow isn't tuned perfectly, your penetration is greatly reduced. You can't see this when you shoot, you must paper test at several distances and even bare shaft test. The heads you were shooting should penetrate like crazy. Maybe with the speed your shooting, you're getting a slight planing situation thats not concentrating all your arrows energy to its center?

Your problem would be frustrating! Good luck fixing it!