The Xbox app for Android doesn't let you do this. Enter a third-party developer.
One key feature the Windows 10 Mobile Xbox app has over both the iOS and Android versions is that you can not only view but also download your console captures from the cloud. Once uploaded to Xbox Live, just as you can on the PC app, the Windows 10 Mobile app allows you to get hold of them for sharing and editing as you see fit to places like Instagram and YouTube.
Even to this day, if I want to share a clip on my Instagram account, I'll use a Windows phone to download it and then re-upload it to Instagram. That's unlikely to be a long-term solution (sadly) and Microsoft really needs to add it to the other platforms.
Until that happens, a third-party app called DVR Hub for Xbox is here to save the day.
Full story from the WindowsCentral blog...