PrideFest traditionally serves as the first in a long string of celebrations at Henry Maier Festival Grounds that runs all the way into September. That’s technically no different this year, but Wednesday’s Vampire Weekend show—which was moved from Riverside Theater to the BMO Harris Pavilion on account of popular demand—served as an abbreviated preview of the festival fervor the grounds can expect, as close to 6,000 passed through the turnstiles to see one of the biggest names in contemporary music. While conditions on the lakefront were chilly, the reception was warm, as Milwaukee welcomed Vampire Weekend to town as part of a secondary tour in delayed support of critically and commercially lauded 2013 record, Modern Vampires Of The City (which earned a Grammy Award for Best Alternative Music Album). Some 90 minutes, 20 songs, and three albums worth of favorites touched upon, the band didn’t disappoint.

After Cults eased the pavilion into the idea of entertainment with a subdued and altogether so-so opening set, the guest of honor quickly ingratiated itself to the lakeside structure by kicking off its set with upbeat Modern Vampires single “Diane Young,” then chasing it with the affable and falsetto-laden Contra mainstay “White Sky” and self-titled debut standard “Cape Cod Kwassa Kwassa.” With three songs of varying popularity and different albums in the can, the theme was set. Beneath suspended Roman-style columns, floral tapestries, and a gigantic projector made to look like a vanity mirror, Vampire Weekend traversed various nooks and crannies of its three-album catalog—which was shockingly already well-populated with hits—to keep neon sunglasses and popped-collar polo shirts in the audience bouncing for virtually the duration of the indie rock outfit’s impassioned set. Still, much of the middle portion of the set hearkened back to the latest two albums, including “Unbelievers,” “Step” (creepy vocal modulation and all), and “Finger Back” from the newest release; and Contra must-plays “Horchata” and a spot-on rendition of the fast and intricate “Cousins.”

In a rare bit of between-song interaction in which he wasn’t thanking the crowd or singing Milwaukee’s praises, frontman Ezra Koenig said he loved to play in chilly conditions because he didn’t sweat. “If you’re too cold, you can warm up to this one, easy,” Koenig said before strumming the distinct opening jangle of “A-Punk” to incite a brief but appreciated re-visitation of beloved Vampire Weekend material—“Campus” and “Oxford Comma” included among them. Of course, the Vampires sunk their fangs into a wild version of (arguably) its biggest song, “Giving Up The Gun,” before tamping down the intensity/turning up the adolescent girls singing off-key by assumed ender, the stripped-down “Obvious Bicycle”, that came complete with Koenig still hitting each impossibly high note to mirror the album version to near-perfection. After a couple moments of barely suggesting the evening had ended, Koenig and crew emerged for an encore, chasing their previous slow Modern Vampires song with another—“Hannah Hunt,” to be exact.

After declaring the experience the band’s “far and away” favorite Milwaukee show, Vampire Weekend put a ribbon on the belated gift of a tour stop with an especially rousing piano-pounder, “Walcott.” If the recent pattern holds, it will take another album PLUS one year before these modern heavy-hitters return to town, but Milwaukee will be waiting whenever that time comes.