Back in November, a Southwest Airlines flight proved why you shouldn’t try to bring your own alcohol onboard.
You can bring mini-bottles of alcohol through security. But you cannot open them and drink them on a plane. You can buy alcohol post-security, such as at duty free. But you cannot open the bottles and drink them on a plane.
It is a violation of federal law to drink alcoholic beverage onboard an an aircraft unless served by the airline. Airlines have the option of serving you the alcohol you bring onboard yourself, but that’s entirely at their discretion (and the discretion of the flight attendants on any given flight).