http://well.blogs.nytimes.com/2012/05/30/how-exercise-can-jog-the-memory/
While there are individual variations to how our bodies and minds respond to exercise, the take-home message being that exercise is beneficial to mental functioning, this response appears to be at least somewhat genetically mitigated.
Interestingly, another recent NYT article suggests that the reason that some people keep exercising, while others give up after an initial stint, may not be due to any positive benefits to their health or superhuman will power, but simply because these folks like the way it feels. So before we exalt those who exercise regularly as being well-disciplined and health conscious, perhaps at least some of these people are just doing what feels good to them, and should not be used as an example to those who simply do not derive the same kind of pleasure from physical activity.
http://well.blogs.nytimes.com/2012/06/18/commitment-to-exercise-relies-largely-on-feeling/?ref=health