Use Airplay Mirroring and Airplay Speakers at the same time on iPhone
For iTunes content you may use Apple's Remote app to send signal to multiple sources at once.

For local content for Apple TV 2nd and 3rd generation on latest firmware you might try sending AirPlay stream to AppleTV and then choose your Airplay enabled speaker for sound output in AirPlay Preferences on AppleTV itself. It will only work for 2.0 (Stereo) sound.