Hi:
I'm looking for the annual RETURNS [including dividends] [not just the
index price] of the S&P Utility Index [if that isn't available then
the Dow
Jones Utility Index will do fine]from 1972 through 2004.
-Having the returns broken down by month would be nice too--but not essential.
I'm presuming this won't be that hard to do, but if I'm wrong about
that, please let me know.

Go to the S&P website. Choose Indexes. Select the relevant index.
Download the CSV file with index data (includes monthy returns w/ and
w/out dividends).

Hi:
I really appreciate your help, but a) I couldn't find the utility
index on the S&P site for some reason b) when I checked another index
[a dividend index] it gave daily prices and not returns [and didn't
seem to indicate if it was with or without dividends]. While I could
probably turn that info into the returns data I'm looking for, it
would be quite cumbersome [for me at least--I'm only an advanced
beginner with Excel].
thanks!
Marshall