Aluminum usually holds paint quite well. Are you sure it's aluminum? Sometimes GALVANIZED metal LOOKS like aluminum. Galvanized metal doors are notorious for not holding paint. The metal gives off a waxy residue which basically keeps paint from adhering. You need a special primer for galvanized. On the other hand, if it is indeed aluminum, thoroughly clean the door to remove any chalky residue, rinse, allow to dry and use a quality paint. Direct to metal paints are great but a quality acrylic latex works well too. If you have had problems with paint adhering, a quality bonding primer will give your topcoats something to stick to.
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You didn't mention if it was factory-finished or bare. In case of factory-finish, it will need etch sanded and wiped clean with a damp cloth, then use a bonding primer, such as XIM-UMA. (Urethane Modified Acrylic). Galvanized metal needs washed with TSP and water-rinsed to remove oily residue from the factory. A 100% Acrylic metal primer will do the job for you on either bare galvanized or aluminum.