Jesus has not returned yet. There is not a single verse in the Bible you can point to that says so, every single verse referring to his return tells us it is yet to come.
Jesus did not return during the period in which the Bible was written, so, of course, it would not be in there. The “End of the Age” (the age of the old covenant) took place during the 3 1/2 year (the last half week from Daniel) destruction of the temple. The faithful Jews ran into the Temple for protection, and faithful Christians ran to the hills as Jesus had instructed them to do. The Jews turned into factions and mostly killed each other, then in the end the Romans finished the rest. So there were no Jews or Christians to record these events - that is, no one but Josephus. He was an eye witness and his works are available on line: http://www.josephus.org/FlJosephus2/warChronology7Fall.html
http://www.josephus.org/home.htm
Just consider the possibility that Jesus knew what He was talking about when he told His disciples that some of them would see this, and in Revelation when he told John that these things were to happen shortly. Once you accept what Jesus said, the rest will fall in place.