Look at LoaderCustomSupport (Use AsyncTaskLoader) and FragmentRetainInstanceSupport (Use Thread, almost equivalent to AsyncTask)
Both examples have the following sim
your question made me interested and tried sometimes to look into the differences. Here i am writing my observations.
For the premature termination the asynchronous task using AsyncTask will continue running in its thread. The processing of the results can soon lead to unrequested results while AsyncTaskLoader handle the premature termination of the activity
AsyncTaskLoader handles activity configuration changes (IE when the user rotates the screen).
AsyncTaskLoader is intended load data for DataAdapters so for this purpose it is best to use AsyncTaskLoader But if you need to change UI (specially fragments) after task completion it is better to use AsyncTask as you can't change fragments in onLoadFinished of AsynTaskLoader.
So to me the usage depends on your task. and if the above 3 points doesnt bother you then the performance is same ( haven't found any documents though , but in this case asynctaskloader is recommended :S)
some related links
AsyncTaskLoader vs AsyncTask
http://andreas-kluck.blogspot.com/2012/02/asynctask-and-asynctaskloader.html
AsyncTaskLoaders, like all Loaders, are intended to solve the rotation problem, which is when an AsyncTask is created on an Activity, then the device is rotated before the task has completed that AsyncTask will be lost with the destruction of the Activity.
It's true that all Loaders currently don't support publishing progress, so if this is a requirement for your situation then you should consider an alternative. If rotation, or any other event that causes the Activity to be destroyed, isn't an issue then just use an AsyncTask, otherwise you might want to use a Service, and register a binder to push progress messages back and forth.
Service and Binder messages are kind of a pain though, in my opinion. I find a much easier solution is to use LocalBroadcastManager to send progress broadcasts from an IntentService (or AsyncTaskLoader) and have a BroadcastReceiver in the Activity receive the broadcast and display the progress.