What kind of exercise do you do?
How is your diet? I have to also mention that exercise is not the only thing i do. It is merely one aspect of my health regiment. For instance, if I skip therapy or if I eat sugar then I am still in a bad mood. In summary, all aspects of my health regiment have to be there in order for me to be in a stable mood: therapy, no sugar, healthy eating, and exercise and medication. Exercise by itself does not solve the problem.
You mentioned that you started about a month ago. One month may not be sufficient time to have your body adjust to an exercising routine and seeing its benefits.
Also I don’t always feel good. I have my ups and downs but I believe that exercise takes the intensity away. Do not give up. Please have hope. Additionally, exercise prevents other diseases and has its benefits that is not visible to the naked eye.