Are you setting 'Slice' property in SSAS partitions?
I feel annoyed and cheated. Here's what happened. We have a fairly large SSAS cube. Initially this cube was having only two partitions, current data and historic data. The performance was degrading and so we partitioned the cube by month since majority of the queries are by month and below. This also helped us in improving the processing performance because we can now process only those partitions for which data has changed, two or three at the maximum. On the downside though, there are large number of partitions in cube; a fact we decided we can live with.