Strain soaked almonds and rinse well. Soaking releases the enzyme inhibitors and makes for easier digestion. Place nuts in a high-speed blender, add water, dates, and vanilla, and process until smooth.
Place a nut milk filter bag or paint strainer bag over a bowl, and then pour the almond milk into the bag. Hold the top of the bag with one hand, and with the other hand, squeeze all the milk from the bag into the bowl.
Once all the liquid is squeezed into the bowl, pour it into a large glass container with a screw-top lid, such as a Mason jar, and store it in the refrigerator.
Milk will last up to 4 days.