I saw Costello perform this once in London’s Astoria in 2002, which was a pleasant surprise as it’s not one I’d heard him do it before, or since. It was magnificent; atmospheric, and very unsettling. I think Apple nails it to the wall here too. She embodies the song, and you can tell it takes it out of her by the end; note the blowing out of air, and the exhausted look on her face.
This tune is probably one of the most dramatic, not to mention disturbing, songs Costello has ever written, just because it catches the listener off guard so skillfully. It starts as a sweet love song, but after a few lines turns much, much darker.