All liquids have a property called surface tension.
Surface tension is like an invisible 'skin' that holds the liquid together. It turns out that the surface tension of water is much stonger than the surface tension of alcohol. The surface tension within the water is stronger, pulling the food colouring away from the alcohol and causing the swirling effect you see as the alcohol mixes through the water.
Surface tension is caused by cohesive forces between the molecules that make up the substance. The moelcules right at the edge of liquid are pulled more strongly into the liquid than into the surrounding air. You see this whenever water is 'beading' on a smooth surface, with the water minimising it's surface area to the surrounding air.
