BUG: pandas 1.2.0 df.rolling().aggregate('skew') modified original data
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
# Your code here
In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '1.2.0'

In [3]: import numpy as np

In [4]: df = pd.DataFrame({'a': [1., np.nan, 5.], 'b': [.1, .5, 1.0]})

In [5]: df
Out[5]: 
     a    b
0  1.0  0.1
1  NaN  0.5
2  5.0  1.0

In [6]: df.rolling(4).aggregate('skew')
Out[6]: 
    a   b
0 NaN NaN
1 NaN NaN
2 NaN NaN

In [7]: df
Out[7]: 
     a    b
0 -2.0 -0.9
1  NaN -0.5
2  2.0  0.0

```

#### Problem description

[this should explain **why** the current behaviour is a problem and why the expected output is a better solution]

For pandas 1.2.0, `df.rolling().aggregate('skew')` modified original data. And I verified that `kurt` has the same problem.

#### Expected Output

Original data should not be modified, the behavior works well in pandas 1.1.5.

```
In [1]: import pandas as pd                                                     

In [3]: import numpy as np                                                      

In [4]: df = pd.DataFrame({'a': [1., np.nan, 5.], 'b': [.1, .5, 1.0]})          

In [5]: pd.__version__                                                          
Out[5]: '1.1.5'

In [6]: df.rolling(4).aggregate('skew')                                         
Out[6]: 
    a   b
0 NaN NaN
1 NaN NaN
2 NaN NaN

In [7]: df                                                                      
Out[7]: 
     a    b
0  1.0  0.1
1  NaN  0.5
2  5.0  1.0
```

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here leaving a blank line after the details tag]

In [8]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit           : 3e89b4c4b1580aa890023fc550774e63d499da25
python           : 3.8.2.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Thu Oct 29 22:56:45 PDT 2020; root:xnu-6153.141.2.2~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : zh_CN.UTF-8
LOCALE           : zh_CN.UTF-8

pandas           : 1.2.0
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.1.3.post20200330
Cython           : 0.29.16
pytest           : 5.4.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : 2.7.2
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.15.1
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
