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Summary
Mathematica 11.0 code
plots = Table[
Plot[
Sum[an[[j + 1]] Gamma[j + 1]/Gamma[j + 1 - \[Alpha]] (x)^(
j - \[Alpha]), {j, Ceiling[\[Alpha]], nn}]
, {x, 0.2, 3.8}, PlotRange -> {-1.5, 1.5}, Ticks -> None,
Axes -> {True, False}, PlotStyle -> {Thick, Blue},
Epilog -> {Text[
StringForm[
"\!\(\*FractionBox[\(\*SuperscriptBox[\(\[PartialD]\), \
\(``\)]\*SuperscriptBox[\(e\), \(-\*SuperscriptBox[\(x\), \
\(2\)]\)]\), \(\[PartialD]\*SuperscriptBox[\(x\), \(``\)]\)]\)", \
\[Alpha], \[Alpha]], {0.5, 1}]}]
, {\[Alpha], 0, 1, 0.01}];
Export["<path>/fractionalderivative.gif", plots]
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