Why does my aluminum frame have a powdery white or dull gray coating on it?

Aluminum does not contain iron or steel therefore it doesn't rust however it is prone to corrosion when exposed to weathering. The process of aluminum  corrosion is known as oxidation. Aluminum oxide is a thin, hard layer that actually protects the aluminum from further corrosion. The aluminum corrosion process is actually halted by oxidation. The aluminum will not continue to deteriorate unless the aluminum oxide is removed.

If you are looking to remove the oxidation there are several cleaners available for purchase made specifically for removing aluminum oxidation.