I've been looking for a way to solve the aforementioned problem.
xmodmap -e "keycode 66 = Alt_L"
but apparently the result is that the CapsLock key gets mapped to Left-SHIFT, which is not the intended behavior.
From my searches I understood that
xmodmap is obsolete and I should use
setxkbmap instead. However, I found it very hard to remap a key that is not part of the default options of
xkb (e.g. I could map CapsLock to Left-CTRL but not to Left-ALT).
How can I use
setxkbmap to achieve this goal?