Also try the http version of the Google ajax-api’s hosting instead of https.
Generally it will be more expensive to fetch from a 3rd party because it has to do an extra DNS lookup. There are some benefits that can help mitigate that impact (Google’s CDN could have lower latencies to your users, reduces your bandwidth costs and higher liklihood that users will have the shared version cached already) but if you are only serving users locally then odds are that it will be faster to serve the content yourself from the same domain as your page.
There are varying opinions on that theory. With the number of different versions of each library there is an argument that the chance of a specific version being in the user’s cache is not as high as you might hope. If you are using the same version as a LOT of other sites then the liklihood goes up though.