Documentation and methodology
Underlying data are from Piketty and Saez (2012, Tables A-6 and A-8) and Shiller (2012). The inflation-adjusted S&P 500 data are taken directly from Shiller and converted into an index (1989=100). Income derived from realized capital gains is taken from Piketty and Saez (2012) and converted into an index as well. The Shiller data can be found at: http://www.econ.yale.edu/~shiller/data.htm, and the Piketty and Saez data can be found at: http://elsa.berkeley.edu/~saez/TabFig2010.xls.