Check out the "Intel AVX Instructions Optimization" slide on
http://anandtech.com/show/10158/the-intel-xeon-e5-v4-review/....
Quote:
On Haswell, one AVX instruction on one core forced all cores on the same socket to slow down their clockspeed by around 2 to 4 speed bins (-200,-400 MHz) for at least 1 ms, as AVX has a higher power requirement that reduces how much a CPU can turbo. On Broadwell, only the cores that run AVX code will be reducing their clockspeed, allowing the other cores to run at higher speeds.