Some years ago, I tracked mileage over multiple tanks of fuel in each of 3 vehicles. (Vehicle ages were 2001, 2004, and 2011 - so they were all relatively modern "post ethanol requirement" engines).
I ranged from 10% to 13% worse mileage when running 87 Octane E10 vs running 91 octane E0 (i.e. "pure gas". It was hardly a scientific test: to do that, I'd need to make it "blind" (someone else fill my tank so I don't know which is in my tank). I'd also have to drive under more controlled conditions, to try to guarantee similar driving for the E10 and the E0.) However, I figured with just random driving, it would even out if I did it over enough tanks of gas. The fact that every tank of gas was in this same range (10-13% worse for E10) gives me a bit more confidence in the results (either that or I had a significant subconscious bias against E10 in my driving habits).
The difference in energy content of pure ethanol (by volume) is about 1/3 less than gasoline: It takes 3 gallons of ethanol to match the energy of gas. Since E10 is only 10% ethanol, you'd expect E10 to have a little over 3% less energy content than "pure gas". There is something other than simply the energy content affecting my results.
I know that octane rating has no effect on gas mileage, as long as it is high enough to avoid causing engine knock (both theoritically, and from running trieals of 87 octane E10 vs 91 octane E10). Whether the difference is something about the engine that causes it not to run ethanol blends as efficiently, or some subconscious bias against E10 in my driving habits, I can't say with certainty.
If my results are at all valid, it begs the question: How does E10 fuel help our energy independence or reduce our dependence on fossil fuels at all? If adding 10% ethanol to my fuel decreases my mileage by 10% or more, I'm still burning the same amount of fossil fuel to get anywhere. Why not just sell me 9/10ths of a gallon of pure gas, and charge me for the full gallon. (OK, I'll grant that burning an oxygenated fuel like E10 results in a bit less pollution.)