How is the relay log supposed to work?


I’ve a Mysql slave which is generating a relay log . Now, I want to use the slave as a cold backup source and Mysql official doc says that you should copy relay log as well when backing up a slave. I see that relay log contains the same statement as in the binlog but that it should be automatically purged, in contrast to how binlog works, when the SQL thread catches up with the I/O thread.
Now, I have a 0 seconds dealy slave and the relay log is increasing every time more… so I don’t understand that “autopurge” part (yes, it’s enabled in my.cnf, I didn’t touch the default value of relay-log-purge so… what’s happening?
I cannot find extensive documentation on how the relay log… and I would like to know whats the best way to do an incremental backup from a slave

Are both Relay_Log_Pos and Exec_Master_Log_Pos growing? You can see this in ‘show slave status’.