Preheat oven to 400°F. Line a large baking sheet with parchment, and set aside.
In a large bowl, coat the butternut squash, carrots, apples, red onion, with olive oil. Add cinnamon, nutmeg, cloves, and allspice. Season with salt & pepper, as desired, and toss to combine.
Place seasoned butternut squash mixture onto lined baking sheet and spread into a single layer. Place in preheated oven and roast until squash is fork-tender, about 30 minutes.
Remove from oven and let cool slightly before transferring ¼ of the roasted squash mixture to a blender. Add one cup of broth and blend until smooth. Add more or less broth, to reach desired consistency.
Transfer puree to a large pot and repeat process with remaining squash and broth. Turn heat to medium and cook, stirring frequently, for 5-10 minutes.