What version of AE are you using? AE CC 2015 is going to have an update later this year with some changes to how it handles color: What’s new and changed in the upcoming update to After Effects CC 2015 | After Effects region of interest
It doesn't have to do with the version of After effects. The same goes with Avid, Nuke, Premiere and Final cut. I have the latest version of all those software. Has anyone tested this? In all the above software whenever you try to watch the final video in a DCP color space, the image looks different. Is this regular and it just seem this way through the computer monitor (which runs with an other color space) or it will look that way on the theater screen as well? I think that at the theater it will look just fine because the whole image is transcoded into the DCDM XYZ format, but I just wanted to verify this with you guys...
A computer monitor or TV can double the luminance. That is why film look on your monitor couldbe different when watched in the cinema.
Also, DCPs use a completely different color space than your computer or TV monitor, so you cannot exactly compare that what it will look like wheen played in theatres. So, I will recommend you to test it in theatres for the exact results.