On the last day of 2010, Liv-ex published the results of the Liv-ex Fine Wine 50 Index. This indicator tracks the performance of 10 vintages of the 5 Bordeaux First Growths (Lafite, Latour, Mouton, Margaux and Haut Brion). For the first time in its history, it broke the 400 barrier, having been based at 100 in January 2004.
Fine wine as measured by this index in 2010 outperformed all other investment classes including gold and crude oil and made the S&P 500 and FTSE 100 pale in comparison. Even measured over 5 years time, wine easily shows the highest returns.
See here for more information on investing in fine wine.