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I'm looking for the title of a book series I read at as child.

The story starts on a future Earth in which people are sent back to live in medieval times. However, unknown to the future Earth, the old Earth is now ruled by aliens who capture all time travelers and use them as slaves by controlling them with collars. Bronze collars are for the working class, silver collars are for telepaths and gold collars are for humans collaborating with the aliens.

I never finished these books as a child and now it's been nagging me how they end.

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This would be Julian May's series Saga of Pliocene Exile. It matches your query in pretty good detail: Time travel, aliens are both there. The control is by means of torcs in bronz, silver and gold. The only difference is that it's not to Medieval times, but much further back to the Pliocene era.

The most-used US cover (by Michael Whelan) of the first book: US cover by Michael Whelan

Besides the books of this series, there is a larger n-ology of books (Galactic Milieu) set mainly in the near future which sets up the background to the Pliocene books.

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    Agree that this is almost certainly the book. The way the Tanu are described (knights, castles etc.) could mislead the reader into thinking the setting was medieval. – Alith Feb 1 at 20:07
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    I'm betting OP's memory of medieval times comes from the fact that the society formed in exile is roughly at a medieval technology level. They use animal and water power for travel, cities have stone walls, and most humans are employed in some physical trade like smithing or farming. – Engineer Toast Feb 1 at 20:08

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