REGR: rolling.EWMMethods.time_ewm
This seems to have resulted in a performance regression for the existing ASV benchmark: https://pandas.pydata.org/speed/pandas/#rolling.EWMMethods.time_ewm?python=3.8&Cython=0.29.21&p-constructor='DataFrame'&p-constructor='Series'&p-window=1000&p-dtype='float'&p-method='mean'&commits=ab687aec-f066cda6

_Originally posted by @jorisvandenbossche in https://github.com/pandas-dev/pandas/issues/40072#issuecomment-787456038_