You can simply pass the functions as a list:
In [20]: df.groupby("dummy").agg({"returns": [np.mean, np.sum]})
Out[20]:
mean sum
dummy
1 0.036901 0.369012
or as a dictionary:
In [21]: df.groupby('dummy').agg({'returns':
{'Mean': np.mean, 'Sum': np.sum}})
Out[21]:
returns
Mean Sum
dummy
1 0.036901 0.369012