Russell Investments and the the ASX have released their June 2012 long term investing report.
10 Year Asset Class Returns to December 2011 are below.
Australian Shares: 6.1%
Residential Investment Property: 8.0%
Australian Listed Property (REIT’s): 0.40%
Australian Bonds: 6.40%
International Shares (hedged): 3.70%
International Shares (unhedged): -3.10%
Global Listed Property (unhedged): 1.80%
It is important to note these returns do not take into account taxation.
You can find further information such as 20 year returns, after tax returns and what impact gearing has on the investments using the link below.