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FWIW, the Credit Cuisse Global Investment Returns Yearbook 2015 ( has some interesting factoids. 1. Long-term real returns of equities over the last 115 years: US = 6.5%, rest of the world = 4.4%, weighted average 5.2%.
2. Long-term real returns of bonds over the last 115 years: US = 2%, rest of the world = 1.9%.

Remarkable how close the numbers are for bonds, considering the seedy reputation of foreign bonds and different inflation rates across countries.
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