Stephen Colbert’s Late Show performances have been stellar so far: Just this week, we saw Chance the Rapper debut a new song with a glorious display of footwork, sheer joy, and a halo for Colbert. But the best yet? That high praise goes to Alabama Shakes, who Wednesday night performed “Joe,” a bonus track from this year’s out-of-this-world Sound & Color. Led by one of music’s most powerful voices in recent memory, Brittany Howard, they delivered a master class of soul, a bit of classic rock injected with gospel. Late-night TV rarely takes you to church in this way, but Alabama Shakes do it effortlessly.