Grid Dynamics did a great report on using AppFabric here. While I don't know the numbers for your specific cache operations, the report showed great numbers performance wise for AppFabric. In one test, they wanted to see how the size of the cache impacted the cache operations performance. When just reading the data, it had little to no impact on the cache operations performance. When updating, there was impact on cache operations performance, but not a ridiculous amount. When testing object size and performance, obviously, larger objects lowered the performance (throughput performance here). Overall, the report has solid tests and statistics that show that the performance of AppFabric Cache is excellent.
No, Grid Dynamics does not compare the results to other products, but they do show you what the performance of AppFabric Cache is like in different tests. They have a particularly useful Appendix section that can provide details to help people in different usage scenarios.
As always, using a solution that is not on the same machine as the IIS instance will add a little bit of time to the fetching of session data from the cache, but we are talking a small amount of time.