How to separate emails from iCloud alias email addresses into separate inboxes?

I have created an alias iCloud email address, but all emails are received into my main iCloud inbox together, regardless of which email address or alias the mail is sent to. The purpose of creating an alias was so I could filter and easily see incoming emails pertaining to a specific email address, rather than have them all dumped into my iCloud inbox. Is it possible to do this on one iCloud account? Thanks in advance.

[Re-Titled by Moderator]