Brain teaser

[singall1]

How are an eighteenth-century Alfred and a nineteenth-century Albert linked together in a conclusion in London on one particular day of the year?

[Calibax]

Last Night of the Proms
Staged in the Royal Albert Hall named after Prince Albert (1891-1861).
Always features Rule Britannia! which comes from Alfred (1740) a sung stage work about Alfred the Great by Thomas Arne.