I have the problem on a new mac pro (fully upgraded) running 10.10.4 on a Eizo 4K Display.
In the "Control Panel" at "Displays" i can choose "scaled" for scaling the GUI. This works good for the full resolution, 3840x2160, and the half resolution, 1920x1080. The AE comp preview window has the correct same size for this two resolutions (3840x2160 and 1920x1080)
The problem is with 3840x2160 the GUI is tiny, and with 1920x1080 it's way to big. In the Control Panel i can choose resolutions between this two, which make the GUI useable. The problem is with every other resolution, the after effects comp preview window will be scaled too. So one pixel in after effects will be no longer one pixel on the screen. So sadly it's unusable for working for us.
I saw the same problem is happening on the 3 year old Retina MacBooks too, i wonder when there will be a solution?
I wish I had an answer to this, but I don't. Just want to say that I have the exact same problem and it's beyond frustrating. I wish someone from Adobe could comment on this or provide any solutions.