Note that there is no discernible pattern as to which asset classes would outperform each year. Moreover no one was able to consistently predict the best asset classes for each year. These observations make a strong argument that one should diversify broadly among all major asset classes rather than try to guess which ones will do best every year.
Canada
Periodic Table of Annual Returns for Canadians [Stingy Investor] Shows relative returns of common asset classes, includind Real Return Bonds, in either nominal or real terms in Canadian dollars.Excel spreadsheet [right click to save] of annual returns, both nominal and inflation-adjusted [Libra Investment Management] "Do you see a pattern in those returns that will help you decide what to invest in next year? If not, then consider a diversified portfolio rather than gambling on picking next year's winner."
Templeton offers colourful lesson in diversification [Financial Post, 17Feb05] "It's next to impossible to find any pattern in the past 20 years that will have any predictive value for the next 10 or 20 years. The rise and fall of different asset classes appears to be totally random." See also: "Why Diversify" 
[Franklin Templeton, 1988-2007]
United States
Periodic Table of Investment Returns [Callan Associates] is a "representation of relative asset class performance over the last 20 years... ranked from best to worst. Each asset class is color-coded for easy tracking. Well-known, industry-standard market indexes are used as proxies for each asset class."
The Importance of Diversification [Allianz Global Investors] "From year to year, there’s no telling which asset classes will be the best performers—a strong argument for portfolio diversification. The chart below ranks the best to worst performing asset classes from top to bottom for the years 1997 to 2006."
The Benefits of a Diversified Bond Portfolio "Various sectors of the bond market react differently to changes in the economy and interest rates. The chart below ranks the total return of twelve sectors from best to worst from 1997–2006—a strong case for holding a diversified bond portfolio."
Periodic Table of Investment Returns [Franklin Templeton Investments Private Client Group, 1985-3Q04] (See page 2.)