In Rally, Features have a release assigned to them, but each user story from that feature will have it's own release assignment as well. Tasks added to a user story will always follow the release from the user story.
In Aha, Features have a release assigned to them, and all it's requirements will follow the release from the feature. So I've set up my integration as follows:
Aha <-> Rally
Initiative <-> Initiative
Master Feature <-> Feature
Feature <-> User Story
So, to be fully integrated, including all the time control I have to do in Rally today, here is what is missing:
Requirement <-> Tasks
This would allow to have a full alignment between the 2 systems and I would be able to focus all my planning and reporting on Aha.