After changing the filter, the first thing I'd do is go back to the shop and ask them to check how it was installed. Sometimes the filter gets placed a bit crooked or without the housing sealed properly, and even though it doesn't completely block airflow, it does affect how air enters. The odd thing is that you say the engine sounds normal, so it doesn't seem like a total obstruction.
Now, there's something the others didn't mention: some new filters (especially the cheaper ones) come with slightly higher resistance than the originals. If you went from a worn-out filter to a new really dense one, it's possible your air flow sensor is getting a bit confused those first few days. Your car's computer needs to adapt the fuel injection. Usually this stabilizes on its own in a few days or miles, but if the power loss persists after a week, it's definitely not just that.
My recommendation is that you wait two or three more days driving normally, and if it's still the same, go back to the shop. Ask them to read the error codes with a diagnostic machine (if something's off, it would show up there). Also confirm they used the correct filter for your specific model, because sometimes they put in one that's similar but not identical.