"I'm happy for you, but I'm also happy with my choices and long term strategies, and I wish you could respect that. We've had this conversation before, several times and I wish you'd let it go and just accept that the right answer for you is not the same as the right answer for me. If we could have this discussion while being respectful of each other's choices, I'd be happy to have an open conversation about the pros and cons of various investing methods. But since it turns to criticism and gloating, it seems like maybe, for the sake of our friendship, we should stop discussing investing. Let's just agree to respect each other's choices and let this one go, okay?"
That said, you mention you are an "advocate for index investing". That could mean a lot of things, but if you are trying to prove them wrong, then it's only fair an reasonable--and expected--that they do the same. If they aren't asking for advice, don't give it, even if you disagree with their strategy. When they tell you they are buying into XYZ because they are sure it will make them rich if only A and B happen, just smile and say, "I hope it does make you rich, and I can't wait to be invited to the parties!" If you are trying to argue the greatness of your method, they are going to do the same. So don't engage on that level. Wish them well, and change the subject.
And finally, if these are people who will actually "tease and laugh at you" for not getting as rich as quickly as they did, you might want to rethink the relationships.