Next month, Marin Alsop makes history when she becomes the first female conductor to preside over the Last Night of the Proms. In this lower-key concert, as well as getting a chance to check out the Albert Hall acoustics, Alsop posted another Proms first, in the shape of a period-instrument performance of Brahms's German Requiem. Not as newsworthy a milestone, but just as unthinkable a few decades back in its own way, and another reminder that the performance revolution sweeps onward as irresistibly as the equality revolution.

The Requiem was the highlight of a substantial German evening, which had the Orchestra of the Age of Enlightenment flexing its sinews on Brahms's Tragic Overture and Schumann's Fourth Symphony before the interval. The overture, brisk at first but then losing momentum, was an opportunity to savour the way the crisper and less weighty sound of a period band clarifies Brahms's sometimes beefy textures. The Schumann symphony, concentrated and incisive in Alsop's demandingly quick tempi, brought terrific energy and snap – not always entirely on the beat – to climaxes.

But the German Requiem elevated this concert into something special. No work of Brahms better illustrates his lifelong ability to take an established form and use it to say something new and (for its time) modern than this most humanistic, least religiose of musical reflections on death. With the chorus – the excellent Choir of the Englightenment – not having to strain to be heard over the orchestra, as can sometimes happen in more traditional performances, it was the consolatory seriousness of Brahms's achievement that held the attention.

Much of the credit goes to Alsop, who gave the music plenty of room to breathe without ever allowing it to become bogged down. She clearly has this piece in her blood. But there were striking contributions, too, from the baritone soloist Henk Neven, intimately sung and marvellously clear with the text, and the particularly fine, heartfelt soprano of Rachel Harnisch, who sounded born to sing this piece. It was a very distinguished experience, in which 70 minutes of music seemed to pass in a single unfolding arc.

• Did you catch this gig – or any other recently? Tell us about it using #GdnGig