Marco Russo and Alberto Ferrari compare a few techniques:
Computing values in DAX is all about understanding how to manipulate the filter context to obtain the desired output. DAX offers a wide variety of functions to manipulate the filter context, including a rich set designed to remove filters. Among the many, four are used the most: ALL, ALLSELECTED, ALLEXCEPT, and REMOVEFILTERS. Choosing the right one can be tough.
In this article, we do not want to dive into too many details; the goal is to let our readers understand when to use which function. Whenever needed, we provide links to deepen your knowledge about specific topics. Make sure to read the additional content if you want to know more about some specific behaviors.
Click through for demonstrations and a contrast of these different techniques.