Richard Alston and his dance company are bowing out after visiting Edinburgh every autumn since 1999. For the 25-year-old company, their annual visit has become such a mainstay that the Festival Theatre has dedicated a seat to Alston. And for audiences who have seen them time and again, this final performance is a fitting swansong, containing all the Alston trademarks polished to a gleam.

Four pieces are set to classical works, two of which are performed live by dynamic company pianist Jason Ridgway, whose presence onstage is part of the dance-music conversation. All are bathed in temperate lighting, moving through hues of blue, hot orange and silver, and set off – with the exception of Martin Lawrance's A Far Cry – by tactile, traditionally gendered costumes.

Brahms' Hungarian Dances score the first piece. Romantic and folkish, leaping, scooping and occasionally punctuated by a handclap or the sharp twist of the head to respond to the music's lyrical-staccato balance, it feels like watching notes written in a calligraphic hand dart across the stage.

Duet Mazur pairs Chopin's Mazurkas with dancers Joshua Harriette and Nicholas Shikkis. Inca Jaakson's costumes feel like a nod to Chopin's 19th-century Paris, Romantic-era shirts and waistcoats creating the classic silhouette of the poet or composer. There's romance aplenty in the choreography too, and the final movement of the piece sees the men lean and knot into one another with a beauty and a trust that almost aches.

The pace and the drama ramp up in Martin Lawrance's A Far Cry, long-time collaborator Lawrance's thank you to Alston for their artistic partnership. Lawrance rises to the swooning drama of Elgar's Introduction and Allegro for Strings with arched backs, heads thrown back in lifts and turns, limbs that are soaked in passion and energy, performed in simple trousers and tops shot through with colour. But you can also see in the geometry of his ensemble – their raised, poised arms and tight, straight legs – the tribute to Alston's blend of classical and contemporary.

But the final piece of the evening belongs to Alston. Voices and Light Footsteps is set to various pieces by Monteverdi, and while the familiar opaque backdrop and tasteful shimmering costumes create a gentle clean palette for the dance, there is an extra harmony about the coming together of Alston's choreographic style with this music.

Courtly pairings spring into elegant double lines. Wisps of Renaissance paintings form in tableaux for a beat, then fade away. The concentration of each dancer is palpable; they drench their movements in the music. Ellen Yilma and Joshua Harriette's penultimate duet is particularly gorgeous. It seems to demonstrate how much Alston is cherished, not just by Edinburgh dance audiences but by his company.

Reviewed at Edinburgh Festival Theatre.