Historical equity and bond returns

[statsman]

Is there a web site that has the complete historical returns for US equities and bonds (at least back to 1970)? Ideally, it would be great to locate this data separate by asset class (large value, large growth, small value, etc.) available in files or tables. Thanks.

 

[Delawaredave5]

Here's some info:
Historical Returns

There's a neat table which looks like the "Periodic table of elements" - it shows returns over a period for an asset class -if I can find, I'll post.

 

[statsman]

Here's some info:
Historical Returns

There's a neat table which looks like the "Periodic table of elements" - it shows returns over a period for an asset class -if I can find, I'll post.

Thanks. That's the type of summary I was looking for. I came across a few periodic table of investment returns for this type of data, but most seem to go back to just 1990 or so.

Callan Periodic Table of Investment Returns

 

[ats5g]

See also Simba's backtesting spreadsheet. Great for everything from 72-07.

- Alec

 

[mb]

I think that Schiller has some on his web site.

IRRC that is some of the original data used for FIRECALC.

FIRECALC is of coursed based on historical values. I don't know if users can access the data base?

MB

 

[Delawaredave5]

There's another neat table - had two axes - you look up "from" and "to" period and it gives you market retuns through that period - wish I could find - was red and green also.