At the top of the window next to the file name click the down arrow and you'll see past versions of your file. You can also mark specific versions to name and keep them (auto versions expire after 30 days, but marked ones are kept until you unmark them).
Also, cloud files are auto-saved but not local files. If you are working collaboratively with others you will need cloud files, but if it's just you working alone, you may want to consider saving as local files. Auto-save is needed for cloud files because if multiple people are working on a file at the same time, because XD can't let one person save but let another person not save.
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