Why is Java faster when using a JIT vs. compiling to machine code?

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I have heard that Java must use a JIT to be fast. This makes perfect sense when comparing to interpretation, but why can't someone make an ahead-of-time compiler that generates fast Java code? I know about gcj, but I don't think its output is typically faster than Hotspot for example.

Are there things about the language that make this difficult? I think it comes down to just these things:

  • Reflection
  • Classloading

What am I missing? If I avoid these features, would it be possible to compile Java code once to native machine code and be done?

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