Many have been tested.
Many have been "proven" (technically, I think you mean "evidence shown for...")
But yes, many haven't been tested, "proven", and some are, in fact, dangerous.
By alternative medicine I mean:
(from NCCAM webpage)
"Complementary and alternative medicine, as defined by the National Center for Complementary and Alternative Medicine (NCCAM), is a group of diverse medical and health care systems, practices, and products that are not presently considered to be part of conventional medicine. The list of practices that are considered CAM changes continually, as those therapies that are proven to be safe and effective become adopted into conventional health care and as new approaches to health care emerge. "
That is to say, not the normal treatments.