Exercise in general can be just as effective as just medicine alone for mild to moderate depression and can be helpful for severe depression but lesser effect. This does not mean you shouldn’t be seeing a therapist or on medication. Talk with ur doctor and add it to ur health plan. (I studied this)
The problem with it taking a year before improvement for *severe* depression hits is that you might die. As mentioned below, exercise is great prevention and can be really helpful alongside other interventions like therapy in the study cases or by itself in mild cases, but one case does not mean that this is the best approach for everyone with severe mental illness and science has shown that to be the case.