Conversation so far:
Who is Sheila E.'s E Family?
In 2008, Sheila E. performed at the Rhythm on the Vine music and wine festival and took the stage with E Family, Pete Escovedo, Juan Escovedo and Peter Michael Escovedo.
Where did Sheila E. and the E Family perform?
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.
Did Sheila E. perform anywhere else besides the Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California for the Hot Latin Beats concert?
On December 13, 2009, Sheila E. performed at the Deryck Walcott produced Christmas Jazz held at the Plantation Restaurant in Barbados.
Who did Sheila E. perform with at the Christmas Jazz event?
What were some of the songs Sheila E. performed around the time of the Christmas Jazz event?

Question: Did Sheila E. ever perform with Prince?
Self-contained rewrite: Did Sheila E. ever perform with Prince?