Sure, the grid only knows where you live, if you own or rent, size of your household, when you're home or away.

Heck with a bit of data mining on "smart meters", I bet you could infer the energy usage of certain appliances such as hair dryer, curling iron, stove, etc., starting to give insight into age, gender, ethnicity, eating habits, you name it. By itself that data will only generate weak correlations, but I'd certain that energy companies are finding buyers for that data who could match it with your credit report, background check, etc.

Face it, the only thing protecting your anonymity is your lack of notoriety.