Do you know how long your neighbors water heaters tend to last? Some areas have water that is just hard on tanks. If your anode is completely dissolved in 3yrs, which is absolutely possible, and especially if you have water with a pH on the lower side, you could start to see iron compounds (mainly oxides aka rust) in the hot water. Not dangerous at all but it will stain clothes, porcelain fixtures, tubs, etc.
You may be able to stop the coloration by changing the anode but that becomes very difficult after a water heater has been in service awhile. The anode is put in very tight from the factory and it rusts in place even tighter while the tank has water in it. Sometimes the anode head strips out when the wrench goes on it and never comes out. Also, if that is in fact iron from the tank, there's already damage to the glass tank interior lining and you may only reduce but not eliminate the coloration. In short it may not be worth trying to change the anode at this point.
But all of this is just speculation and it could be something else. You might be well advised to call a local plumber who knows the water in your area. You are very likely not the only one with this problem and they are the ones who can tell you what's going on.
If you find out that the water in your area is just hard on tanks, next time you get a new water heater, you may want to ask if the plumber will pull out the anode before they install the unit. Wrap some Teflon tape on the threads, and reinstall. This will make it much easier to change the anode out in the future.