"A guy was able to break into my car. Which allowed him to get the garage door opener. Which allowed him to get inside the house," Alex told WTMJ.
Once he got inside, "He took his shoes off here," Alex told the television station.
Without shoes, the burglar quietly went through the home, stealing items from their office and even stealing an iPad that was charging in a second-floor bathroom next to the couple's bedroom.
"He is literally 3 feet from the head of my bed where we are sleeping. It's unbelievable," Alex told WTMJ. "It was extremely scary. I feel fortunate we didn't wake up, because to me it looks like he did have a gun from the footage."
The man returned to the garage, packed up the loot into a car in the garage and drove away, the television station reported.
"Ultimately then he left out of the garage in my wife's car," Alex told WTMJ. "He was nice enough to shut the garage as he was leaving."
Milwaukee police officials said they are searching for the burglar.