This is a tough question because there are so many possible solutions. 😉
I think the easiest way is to create a custom taxonomy “year” and add it automatically to the CPT post on save using the save_post() hook and wp_set_object_terms().
You could then simply use get_terms() to get a list of years (you’ll only get ones that have concerts by default) and just link to the terms archive by using get_term_link(). You could still use the default CPT archive to show the concerts from the current year.