Let Al dissolve in a solution of pure aqueous 10% ammonia (give it 12 hours). Higher concentrated ammonia may dissolve other metals impurities.
Al2O3 coating is slowly penetrated producing Al(OH)3 and H2 gas upon the hydrolysis of Al in water.
Separate out (by pouring) obvious impurities (for example, Al foil leaves a black residue of Silicon).
Then, carefully pour out most of the liquid leaving gelatinous Al(OH)3 in a solution of ammonia.
For higher purity, add distilled water, shake and let Al(OH)3 settle out. Repeat. If Iron impurity is suspected, add H2O2 to form insoluble Fe2O3, which can be separated out by careful pouring.
Let evaporate to form pure Al2O3 hydrate (adding ethanol may result in just Al2O3).