I gut load anything live I feed my aro. To James' point, anything high in carotenoids is going to help with colour-- carrots, sweet potato, kale, red peppers, etc. I also gut load with a high quality fish flake.
If you can get him on Hikari sticks, always a good choice, too.
And when he gets a bit bigger, I still swear by live frogs if you can get a good clean source.