We demonstrate supercontinuum generation over an octave spaning from 1055 to 2155 nm on the highly nonlinear aluminum gallium arsenide (AlGaAs)-on-insulator platform. This is enabled by the generation of two dispersive waves in a 3-mm-long dispersion-engineered nano-waveguide. The waveguide is pumped at telecom wavelengths (1555 nm) with 3.6 pJ femtosecond pulses. We experimentally validate the coherence of the generated supercontinuum around the pump wavelength (1450-1750 nm), and our numerical simulation shows a high degree of coherence over the full spectrum.