Why do you think this is true? I agree that index funds are better for the average consumer at the moment, but I don't think that means they will always outperform actively managed funds. There are some theoretical benefits of an actively managed fund, as compared to an S&P 500 ETF (although these will largely be true of any index fund; also consider point 0: that the S&P 500 is "actively managed" by Standard & Poors, see more in [0]):

1. An actively managed fund can make so-called "hedged" investments, or simply "hedges". For example, let's say there are 3 big carriage producers in the S&P500, but there's a lot of hype about this new "automobile" invention. We want to make money regardless of whether automobiles replace carriages. Unfortunately, there are about 20 different automobile companies vying for control over the industry, and only one of these is currently in the S&P 500. A hedge fund can spread investments between these companies so that, if/when an automobile company gets big, you're not overly exposed to the soon-to-be defunct carriage industry. Sure, the S&P is in some ways self-hedging since competitors will often both be included in the index, but it's ideally hedged for most things.

This may not be as much of a concern if you are simply looking to maximize returns over an indefinitely long time. But there are a lot of people looking for investment strategies that are less risky than the stock market as a whole: for example, people that are planning on retiring within the next 10 years.

2. Stocks don't always do well in every circumstance. How happy would you be if you invested in a Nikkei ETF 10-15 years ago? Sure there were troughs during then, just as there were in the S&P during that time, but you'll notice that even over relatively long timelines, most people wouldn't make much money from such an index. This leads directly to the next point

3. Hedge funds, to varying degrees, have assets outside of the stock market. These can include bonds (from treasuries which you might buy as an individual, to bonds with higher levels of risk, which you might not), real estate, options, commodities, futures, derivatives. They can also use leverage / trading on margin, which you probably can't/shouldn't. These asset classes provide other ways to hedge investments.

4. Hedge funds have better connections/information/technical ability than the average investor. This means they can talk to CEOs, respond to news faster or even instantly, or do analysis that's too complex for an individual.

I'm familiar with the Boglehead and /r/personalfinance canon, but I think they're focused on steering people away from hedge funds that your broker or "personal wealth advisor" suggest, which may average 6% yoy with a 1% fee. If it were possible for your average joe to invest in DE Shaw or Renaissance, I think that would be the ideal strategy (though, keep in mind that a large part of the reason these hedge funds are able to do so well is their size).

Also, I'm not sure how to prove this technically, but I'm pretty sure that the more the average investor gets invested in index funds, the more opportunity there is for actively managed funds to take advantage of the inefficiencies of the relatively static allocation of an indexed ETF.

[0] https://en.wikipedia.org/wiki/S%26P_500_Index#Selection_crit...