The more active your investment is, the greater your returns can be. There is generally a higher level of risk with active investments - though that can be somewhat offset by the fact that you have more control over the outcome through your efforts than a passive investment.
business > real estate > stocks > bonds > cash-equivalents
A $100,000 investment in a small business could potentially double your money in a year or two if you use leverage. That could be a 50-100% return. However, that probably means working full time to grow that business to the point where another buyer is willing to pay more than you bought it for - plus the cash flow you received in the interim.
Real estate can get a 20% annual cash on cash return in many cases, though of course that's not guaranteed. It will take some work as well, i.e. managing the property yourself, handling many of the smaller repairs, etc. Still, something that an certainly be done on evenings and weekends while you have a full time job.
Meanwhile a passive index fund will probably work to around 10% a year and since it's passive, there's really nothing you can do to influence that.
You can be very passive in real estate buying in a nice neighborhood with a management company that handles everything. But your returns will be lower than the person who puts in a bunch of sweat equity flipping a trashed house or dealing with lost of maintenance issues and problem tenants in a rough neighborhood. Same thing with stocks - if you're willing to spend a lot of time identifying those small opportunities that a large investor can't take advantage of (i.e buying a couple hundred shares in a thinly traded company), day-trading, options, etc. you can potentially beat the market and earn over ~10%. But it's not going to be passive and you're accepting a higher level of risk.