https://en.wikipedia.org/wiki/Energy_density#Chemical_reacti... says "Gasohol E10 (10% ethanol 90% gasoline by volume)" is 33.18MJ/liter, while "Petrol (Gasoline)" is 34.2MJ/liter. That's a 3% difference, which is much closer to your 1% or 2% than to the 10% I had believed. E85 is lower still in energy density.

All of this is assuming the engine has the same efficiency on both fuels, rather than, for example, using a much higher compression ratio on the ethanol.