The Toffees got the season off to a flying start winning their first four Premier League games.
But they've now lost three on the trot since a draw with Liverpool last month to dampen hopes of an exciting campaign at Goodison Park.
They took the lead against Manchester United but ended up 3-1 losers to head into the international break without a win in four games.
Blues boss Ancelotti said: “The spirit in the second half was really good but at the same time there is disappointment as we didn't play with that spirit in the first half.
“Of course we have to improve. This period has been really bad, really unfortunate but it is gone.
“But next period I hope it will be better, it has to be better.”
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James Rodriguez returned to the side after missing last weekend's defeat by Newcastle with a muscle injury.
But the Colombian ace looked off the pace and failed to give Seamus Coleman much protection before he was subbed off in the 80th minute.
Ancelotti said: “He was OK, he was tired. He did train a lot this week and he did 80 minutes.
“He asked me to change it because he was tired but no physical problem.”