title: R: How to annualize Monthly Returns
body: <p>I think i got a really basic question, but i can't find any help in my books or google. I need the annual Returns from my monthly Returns.</p>
  
  <p>I tried the aggregate function which didn't work. So i decided to use this formula, its from the PerformanceAnalytics package, but i get only only one number, not from each year. If you have an easy way with R basic I would prefer it.</p>
  
  <pre><code>Return.annualized(ODB_REK$V3, scale = 12, geometric = FALSE)
  </code></pre>
  
  <p>The Date is storaged in a DataFrame called ODB_REK.</p>
  
  <pre><code>'data.frame':   1104 obs. of  3 variables:
   $ V1: Date, format: "1926-01-30" "1926-02-27" ...
   $ V2: num  -0.0104 -0.0245 -0.1156 0.0898 0.0369 ...
   $ V3: num  -0.0104 -0.0248 -0.1228 0.086 0.0363 ...
  </code></pre>
  
  <p>My Data:</p>
  
  <pre><code>8610 2015-01-30 -0.045457722924783298
  8710 2015-02-27 0.061754336389734224
  8810 2015-03-31 -0.008931769762681013
  8910 2015-04-30  0.065063695709261307
  9010 2015-05-29 -0.002081164120491289
  9110 2015-06-30 -0.042074862364842577
  9210 2015-07-31 -0.004127506447239640
  9310 2015-08-31 -0.082799169893954930
  9410 2015-09-30 -0.019941516940899878
  9510 2015-10-30 -0.034313015625708092
  9610 2015-11-30  0.004613342153957855
  9710 2015-12-31 -0.012995071374819037
  9810 2016-01-29 -0.097864238637579010
  9990 2016-02-29 0.058956407591106048
  1001 2016-03-31 0.144829082708177265
  1011 2016-04-29 -0.037060328465702078
  1021 2016-05-31 0.061671602952122026
  1031 2016-06-30 -0.012830965901229322
  1041 2016-07-29 0.056609040739955464
  1051 2016-08-31 -0.002292626059884113
  1061 2016-09-30 -0.000189017862750737
  1071 2016-10-31 -0.033022283173137955
  1081 2016-11-30 0.063047097017319087
  1091 2016-12-30 0.022974063559821404
  </code></pre>
  
  <p>Any help you can provide will be greatly appreciated.</p>