use low grit silicon oxide wet sand paper until you get rid of the anodizing, then work your way up in grit until you get to a polishing compound.
start with 400~600grit to get rid of anodizing
polish with 800~1500grit
finally use polishing compound, which is something like 10,000~15,000 grit, for that mirror finish.
much easier if you use a buffing head on a drill.
aluminum oxidizes as soon as it comes in contact with oxygen in air. that's what gives it a tough surface.