I would call him more of a Anti-Villain than an Anti-Hero. An Anti-Hero takes villainous actions for heroic returns. An Anti-Villain takes heroic actions for Villainous returns. Frank Castle, and Wolverine are Anti-Heroes. Magneto, and Dr. Doom are much closer to Anti-Villains. The classic example I'm told is Inspector Finch from V for Vendetta, who tries to do the best to uphold the law and prevent harm, but in service to a oppressive state.