Hello Alexandra,
As far as my knowledge goes the auditrail module is the best way to go for it within mendix.
But yeah this means that you need to implement it on every entity you have, and this can cause quite a big data overload to your database.
Other things to consider is maybe looking into third party software that tracks changes on your postgres database, but I did not have seen examples of that yet or a marketplace module for this yet.
Hope this helps,
Good luck!