Well, without getting too technical.

Everyone that works with aluminum knows that as soon as raw, clean aluminum is exposed to oxygen, in the air, it starts to oxidize and creates it own protective hazy white film barrier.

Anodizing is the building up of a protective barrier in a controlled way, using many various chemicals, acids, and electrical current. It is done to control the way the oxidation layer is produced.  It forms a more protective and better looking coating than will naturally occur.

The anodize layer, if viewed through a microscope, looks like a "honeycomb cell structure growing at a 90 degree angle to the aluminum surface - with a hollow core called a pore".  The cell wall size and pore size can be controlled mainly by temperature and agitation.  While larger cells with smaller pores are stronger and protect the surface better, They do not take dye as well.  Whereas, larger pores with thinner cell walls take the dye better, but do not protect the Al as well from physical abuse.  So it is a balancing act  between strength and coloring.

Most pieces will have a natural clear to yellow tint, depending on the aluminum alloy used, after anodizing.  They can then either be sealed for a clear finish or can be dyed many various colors, except white, which at this time is not possible.