Born in Oakland, California, Sheila E. is the daughter of Juanita Gardere, a dairy factory worker, and percussionist Pete Escovedo, with whom she frequently performs. Her mother is Creole-French/African mix, and her father is of Mexican origin. Sheila E's uncle is Alejandro Escovedo, and Tito Puente was Escovedo's godfather. She also is niece to Javier Escovedo, founder of seminal San Diego punk act The Zeros.

On May 30, 2009, Sheila E. and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California for the Hot Latin Beats concert. Also performing at the concert was Poncho Sanchez. On December 13, 2009, Sheila E. performed at the Deryck Walcott produced Christmas Jazz held at the Plantation Restaurant in Barbados.  In 2009, Sheila E. participated and won the CMT reality show, Gone Country. This gave her an opportunity to make country music aided by the country producer, writer, and singer John Rich. Sheila E.'s first song in the country market was "Glorious Train". A video for the song debuted on CMT on March 7, 2009, following the airing of the episode of Gone Country in which Sheila E. was announced the winner.  Sheila E. performed two shows at Yoshi's in San Francisco on August 15, 2010. At her merchandise stand she sold an EP From E 2 U. It includes a song "Leader of the Band" written by Prince (uncredited, but confirmed by Sheila E.) and it features Prince on piano according to the song's introduction, where he is called by name. She toured on his 20Ten Tour and Welcome 2 America tours. In 2010, Sheila E joined forces with Avon as a celebrity judge for Avon Voices, Avon's first global, online singing talent search for women and songwriting competition for men and women. On May 25, 2011, Sheila performed alongside Marc Anthony on the tenth season finale of American Idol. On June 7, 2011, she performed on the Late Show with David Letterman as a part of the show's first "Drum Solo Week". In September 2011, The E. Family consisting of Pete Escovedo, Peter Michael Escovedo III, Juan Escovedo, and Sheila released an album Now & Forever. The album spawned the singles "Do What It Do" and "I Like It".  On February 26, 2012, Sheila performed at the 2012 Academy Awards alongside Pharrell Williams and Hans Zimmer, playing the into and out of commercial segments. On April 17, 2012, Sheila was featured with "Macy's Stars of Dance" on the Dancing with the Stars results show. On June 16, Sheila headlined the 2012 Playboy Jazz Festival at the Hollywood Bowl in Los Angeles, California. Sheila toured in 2012 alongside Sy Smith throughout Europe and the United States. Sheila joined Dave Koz on his 2012 Christmas Tour.

Answer the following question by taking a quote from the article: Where did they perform together?
Sheila E. and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California