From this study, Effects of aerobic exercise on mild cognitive impairment: a controlled trial this quote:
“Six months of high-intensity aerobic exercise had sex-specific effects on cognition… aerobic exercise improved performance on multiple tests of executive function, increased glucose disposal during the metabolic clamp, and reduced fasting plasma levels of insulin, cortisol, and brain-derived neurotrophic factor.”
The sixteen men in the study did not achieve the same positive cognitive results. They postulated that the difference was possibly because the body's use of and production of cortisol, insulin, and glucose differed in women and men. Regardless, the long list of positive changes resulting for high intensity exercise makes it worth the investment of one’s time.