This work focuses on the output tracking control for a class of continuous-time semi-Markov jump systems (SMJSs). In the controller design, not only the finite-time stochastic boundedness (FTSB), but also the dissipative performance over a finite-time interval is considered. In order to save communication resources, a version of adaptive event-triggered mechanism (AETM) is utilized. Different from the traditional static event-triggered mechanism, the threshold coefficient in AETM is time-varying and can be adjusted in real-time to fit the system evolution. Moreover, the asynchronous switching between the controller modes and the plant modes is taken into account. The design objective is to synthesis an adaptive event-triggered asynchronous state-feedback controller such that not only the augmented closed-loop system is FTSB with a certain level of dissipative performance, but also the communication burden can be reduced to some extent. It is the first attempt to investigate the output tracking control of SMJSs over a finite-time interval. By constructing a plant model-dependent Lyapunov function, a set of conditions is derived for the FTSB analysis, based on which a controller design algorithm is presented. Finally, an illustrative example is given to verify the availability of the theoretical findings.