Using the AA PNR and the AA website or app, you can track your bags until handed over to BA in JFK. Although this is a double-edged feature because, while the reassurance of seeing your bag there is nice, the reliability of actual bag handling is rather higher than the reliability of tracking updates so there is a significant amount of false negative information. The app or website will show something like 4 bags loaded and 3 unloaded when in practice all 4 have been unloaded. So don't worry too much if you see some bags moving along and some not.

You can also reassure yourself in JFK by asking BA checkin or lounge staff to check your bags have been seen by BA, so transferred from AA to BA and recognised properly.