The Red Room’s answer to Captain America, is a super soldier and spy who lived a lifetime of triumph during the Cold War. Alexei’s years of espionage are behind him, but he still considers himself the ultimate hero. He loves sharing his greatness with those around him—which these days includes fellow inmates in the Russian prison where he resides. Deep down—way deep down— he harbors a lot of guilt about his life as a spy, especially when it comes to Natasha Romanoff, whom he knew long before she became Black Widow.
Red Guardian and the rest of the Winter Guard operated against the direct orders of their superiors to rescue and retrieve one of their comrades trapped in a special container appearing to be a bomb with the key needed to release him. Their operations soon earned the attention of S.H.I.E.L.D. which Nick Fury have sent the breakaway group of Avengers under Captain America to deal with them now while kept them in the dark of the Winter Guard's true intentions.
This led to clashes between the Winter Guard and Captain America's Avengers over the key until at the facility where they fought began to collapse and threatened to destroy the nearby village, forcing both groups to work together until Crimson Dynamo and Falcon released Radioactive Man from his prison and melted the collapsing facility down.
After the crisis has been averted, the Winter Guard then revealed the true purpose that they did everything they can to save their fellow comrade and wouldn't want Radioactive Man as a weapon to be used, something that the Avengers can relate with the Hulk.