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I am looking for past statistical data how on average active investment (managed by fund manager) compares to passive investment (index) in 10 or 20 past years.

I intend to compare the average gains in having active investment and subtract fees (appr 1.5% vs 0.25%) to make it easier to decide which way is more efficient to invest.

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The Telegraph had an interesting article recently going back 30 years for Mutual's in the UK that had beaten the market and trackers for both IT and UT

http://www.telegraph.co.uk/finance/personalfinance/investing/11489789/The-funds-that-have-returned-more-than-12pc-per-year-for-THIRTY-years.html

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