Here's a page listing earnings of folks with degrees in Engineering Physics, which appear to be comparable to those with other engineering degrees:
Engineering Career Resource Center: Michigan Engineering Salaries, 2003-2004
Note that there are fewer graduates of U Mich with Engineering Physics degrees than with other engineering degrees. On the plus side, you're getting more of a generalist engineering degree which opens up jobs in a variety of disciplines at the entry level. On the minus side, (1) some employers will look at "Engineering Physics" and ask themselves, "what the heck is that? I'm looking for a EE". and (2) I suspect that at the higher salary ranges those with very specialized degrees earn more (though there will be fewer jobs to choose from). This is just a guess, though.