What you need to know: The exercise type also matters. Pontzer, who was joined by Eric Trexler, also at Duke University, for the analysis, found aerobic exercise to be particularly ineffective for weight loss. It’s a recurring question that confronts weight-watchers whose enormous appetite for exercises does not quite translate into weight loss: why don’t I lose nearly as much weight as I burn calories? An analysis of 14 trials spanning 450 people has, by some distance, provided answers.