I've heard from a few sources that have installed aftermarket alts that loss of some power is a sacrifice that you have to make. I believe that the inner core is heavier, which is the lesser equivalent of putting on a 20 lb 17" rim in place of a 15 lb 17" rim. The number of windings on the inside increases, yes, but the inner core is often made stronger so that the number of windings required is minimized, as the more windings you have, the larger the alternator is in size, which makes it harder to fit some cars.
It's probably not a HUGE amount, no.
-Diabolik