Place almonds in a bowl and cover with filtered water. Let soak at least a few hours or overnight.
Drain almonds and add them to your blender jar along with the 2 cups filtered water.
Blend well, at least 30 seconds, stopping to scrape down the sides as necessary. In my high speed blender I generally do 30 seconds, scrape down the jar, then do another 15 to 30 seconds. In a regular blender it may take longer.
Pour contents of the blender into a nut milk bag set over a large bowl. Cinch the top of the bag and milk/wring/squeeze to remove all liquid.
Rinse your blender jar well and pour the 'milk' back in. Add the coconut oil and blend again, briefly, to combine.
Store in a tightly sealed jar in the refrigerator for up to 5 days.
Optional: when blending the milk with the coconut oil, add vanilla extract and dates or maple syrup for a sweet, vanilla flavored creamer.
If you don't have a nut milk bag, you can strain the pulp through a fine mesh sieve, but I find this lets some of the pulp through and results in a slightly less smooth final product.