Historical and expected returns

 provides historical market data as well as estimates of future market returns.

Burton Malkiel
Burton Malkiel, author of A Random Walk Down Wall Street provides historic asset class returns.

Robert Shiller
Robert Shiller is a Professor of Economics at Yale University. He maintains multiple historical market data spreadsheets, including the following:
 * U.S. Stock Markets 1871-Present and CAPE Ratio

Professor Shiller's spreadsheet doesn't include historical returns per se, but they can be easily derived:

Aswath Damodaran
Aswath Damodaran is a Professor of Finance at New York University. He maintains various corporate finance and valuation spreadsheets, including the following:
 * Annual Returns on Stock, T.Bonds and T.Bills: 1928 - Current

Data prior to 1970
Forum member McQ has provided references for finding older historical data on the returns earned on stocks, bonds, and where available, other investment assets. It includes US and International data over various time frames, along with commentary on various issues related to the data.



John Bogle
John Bogle with reasonable expectations for stocks and bonds over the next ten years, using his own "Occam's razor" model. Note: Bonds expected return assumes accepting moderate additional credit risk and significant interest rate risk vs. the U.S. Treasury 10-year note.

William Bernstein
William Bernstein with a summary of reasonable expected returns over the next ten years, derived from the dividend discount model, published in 2014.

Bernstein's estimates in 2002 are below:

Rick Ferri
Rick Ferri, author of All About Asset Allocation.

The table below is an expected return for all major equity and fixed income asset classes over the next thirty-years. It could be used as guide when constructing a long-term diversified portfolio.