I note John's comments and agree that anodising is an electrolytic process. I am a little concerned however with John's suggestion that leaving untreated aluminium exposed to the elements will be fine.
In my experience, when ordering anodised aluminium, there are various grades of anodising; this relative to the depth the anodising process penetrates or modifies the surface. Exterior grade anodised aluminium is a different specification to that only intended for interior use. This goes further as while most people associate anodised aluminium as a satin finish it can also be obtained in a mirror polished finish.
Again, noting that architecturally external anodised aluminium is different to internal, I would doubt that doing nothing to a polished anodised surface would be sufficiently controlled to ensure a good finish.
My thoughts are further supported by my experiences with my Westfield racing car. The interior (if there is such a thing in a Westfield) was clad in aluminium. This was unanodised flat sheet. Periodically, for shows and the like, I would polish the aluminium with metal polish. After polishing it would look spectacular with a mirror like shine but this would soon dull to the satin aluminium finish we are all familiar with. If, however, it got wet then a powdery residue would form on the surface.
This said, and perhaps in support of John's theory, if the aluminium sheet was left alone, whilst looking dull and murky, it didn't get a white powdery surface.
In summary, whilst I'm not sure on John's comments, if you want nice shiny aluminium then I would suggest you are going to have to lacquer it. If you don't mind it dull and murky then you could try leaving you wheels exposed to the ellements and see what happens.