While alcohol has a lower energy content than gasoline, a higher percentage of the energy is extracted during the combustion process. In the end, you still get less energy out of ethanol, but not by as much as it would seem if you only compare energy contained, not energy released.
I know that I get a two to three MPG drop when I switch from real gas to the 10% mixture. I keep track of my mileage and type of gas used at every fill up, and I tend to run my tank to almost empty before I fill up because I am lazy and like to spend as little time at the gas station as possible.
The car is a Scion xB and I consider my evidence to be empirical. It may vary by car, of course.