Alertness and learning:
The relationship between alertness and learning is an interesting one. At low levels of alertness we are not good at learning. At very high levels of alertness we are also not good at learning. However, beautiful work in both animal models and humans shows that when adrenaline is acutely increased immediately after learning, people are far better at remembering the learned material.
This of course has implications for why fear inducing and traumatic experiences are remembered with just one trial. However, it can also be leverage to enhance learning of other types of information and indeed studies from Larry Cahill and James McGaugh, show just that.
So you can have better retention if you choose to exercise vigorously or did anything that spike your adrenaline immediately after the learning session.