Aluminum, exposed to air, reacts with the oxygen and creates aluminum oxide, which is very dull. The initial process is similar to steel rusting except the coating of aluminum oxide block the oxygen from getting any further down and thus the corriosion process stops with just the top layer.
You can polish aluminum by removing the layer of oxide. It will look good for a while but the corrosion will return.
The only way to stop the corrosion is to keep oxygen from getting to the aluminum. Coating it with some sort of oil may slow it down but unless you keep it oiled it will get dull.
There are clear coatings that you can apply to aluminum. One that I have seen used a fair amout is "Shark Hide":
http://www.sharkhide.com/ I see this stuff used on aluminum boats to make the hulls shiny.