When targeting AIR for iOS, ActionScript is compiled to native code too (like Unity3D; it's called AOT), and in general it will be a bit slower than the equivalent code in Haxe's C++.
However performance depends on many factors, like the quality of the code (good use of strict typing), the complexity of the computations (in both cases it's not as good as pure C++), the way you manage assets and memory, and most of all, how efficiently you use the graphical API.
One weakness of AIR is that using Stage3D frameworks like Starling is very CPU intensive (lots of computations), and this is usually why AIR is behind OpenFL in 2D benchmarks, but OpenFL won't magically make everything faster if you don't use it right.
Another advantage of OpenFL is a lighter runtime which allows you to create apps that load faster.