const
  UpperChars = 'ABCDEFGHIJKLMNOPQRSTUVWXYZ';

function TForm1.ChangeAlpha(input: string): string;
var
  a: Char;
  i: Integer;
begin
  for i := 1 to 26 do
  begin
    // this will always give back the whole constant instead of the single char:
    a := UpperChars[i];
  end;
end;