The Portuguese giants travel to Holland in the Europa League quarter-finals as overwhelming favourites, losing only once out of their past 10 encounters with a team from the Eredivisie.
In addition to history being in their favour, Benfica have won 25 of their past 29 matches in all competitions and lead the Primeira Liga table.
AZ on the other hand have struggled in recent weeks, recording only one victory in five matches.
Scoring goals has become an issue too, with a return of just three goals during this slump in form.
Coach Dick Advocaat has described the game as "a match between a David and a Goliath".
"We play home, we have this advantage, however much we respect the opposition," he told reporters at the pre-match press conference.
"But if Ajax can win at Barcelona, why can't AZ do the same to Benfica?"
Star striker Aron Johannsson was also full of praise for Jorge Jesus' men, labelling them "one of the best sides in the world".
The USA international has racked up 25 goals all competitions so far this season and is an obvious threat to Benfica's rearguard.
"It is the biggest game of the season for us and we will look forward to it," Johannsson told maisfutebol.iol.pt.
"They have world-class players so obviously we are the underdogs."
AZ will be without the suspended Jan Wuytens and Dirk Marcellis after a recent knee operation, but influential midfielder Nemanja Gudelj recovered from a knock to play in last weekend's 0-0 draw at Cambuur.
Benfica travel without their first-choice midfield pairing. Ljubomir Fejsa is being rested for the tie in Alkmaar whilst Enzo Perez is unavailable due to suspension.
They do, however, include Ezequiel Garay and Rodriguo Lima, who both scored in the last round against Tottenham.
The return leg will take place on April 10 at the Estadio da Luz in Lisbon.