I'm working on a project, but I can't find the information I need. I've been trying to find annual returns on a variety of assets. I'm not to picky, but I'd at least like the S&P, some type of bond, and at least a couple others such as commodity index, real estate, total stock, or a subdivision of any of those sectors.

I'm normally pretty good with google, but this is getting pretty frustrating. So far the best I have is on these links

Historical Returns
SP500 Index Yearly Returns
Dow Jones Utility Average Yearly Returns

Ideally I'd have about 70 years worth of data, but 40 would be fine. Could anyone help me out in my search?


In case your interested, the project is for my Mathematical Statistics class, where I'll examine historical yearly returns, calculate correlations, and come up with a minimum variance portfolio, as well as a method of deriving minimum variance for a given expected return.