Vampire Weekend, Alexandra Palace, London

It's cold enough in the cavernous Alexandra Palace to keep two pairs of socks, a scarf and coat on during Ratatat, who find themselves bumped up the bill when tonight's slated support Laura Marling pulls out (she's got the winter sniffles and has lost that delicate voice). Once Vampire Weekend take to the stage, though, the chill doesn't last long.

The Manhattan four-piece commanded attention with their breezy Afro-pop debut in 2008, and followed up at the beginning of this year with another summery but snappy outing, Contra. As frontman Ezra Koenig points out, they've been on tour pretty much ever since – it's apparently been a "long year".

If they're flagging, it doesn't show. The set is made up of taut, compact numbers delivered with a sprightly air, rather like the musical equivalent of that advert where multi-coloured bouncy balls spring down a hill. From the calypso guitar trills that kick off the show in the chirpy "Holiday" – the soundtrack to many people's summers, if the crowd is anything to go by – we know we're in for a good time.

Koenig, in his rather adorable New York drawl, makes an early appeal for dancing: "Given this is not the warmest room, and possibly doesn't even have a heating system, it's very important to do a bit of singing and dancing just to warm your fellow man or woman." Duly "woah"-ing along to "M79", with its syncopated beats and gloriously elaborate synthy refrains, it's fair to say the crowd is well warmed.

With only two albums, mostly of three-minute-wonders, behind them, Vampire Weekend do rattle through almost every track they've recorded. And while there is a little extra zing, most songs aren't wildly different.

This doesn't mean they are not extremely well executed and enjoyable (it's great to see a London audience actually dancing), but there aren't many moments of unexpected live magic.

Some of the slower numbers, however, do get drawn out. On "Taxi Cab", Koenig's popping, yelpy voice goes all soft and beguiling, while the cello and tinkly keyboards are given more breathing space than on record. "I Think Ur A Contra" is also allowed to slowly swell, as Koenig trips up and down the octaves, until some hefty drum beats kick in and bassist Chris Baio leads the crowd in a fluttering double-time handclap.

Much has, perhaps unfairly, been made of the band's preppy, privileged Ivy League roots, and maybe in a nod to this they unabashedly stick together a couple of their most obviously college band tracks. "Campus" strides into "Oxford Comma", providing two of the finest examples of their effortlessly catchy, African-inflected indie while also referencing the finer points of punctuation.

This is only apt – they're still fresh-faced and floppy-haired enough to pass for students, and the crowd is full of feverishly excited teenagers. And while Koenig and Baio both have a fine line in toe-tapping and knee-jiggling, they seem pretty impressed by their young audience's moves. "This is an amazing mosh pit – a combination of moshing and hugging – it's so positive," enthuses Koenig, before giving us something to really feel positive about – a buoyant blast through their traditional goodbye track, "Walcott".