In order to make the most of a change in diet, some physical effort should be utilized. You don't have to become a body builder, go through grueling cross-fit training regimes, or run 5 miles a day. Research into the field will prove that high intensity exercise in short bursts that fatigue the muscles is quite effective in engaging the central nervous system and muscle groups enough to compliment a healthy eating lifestyle.
From my personal experience, I began a very high intensity program, P90X, when I first started Gluten-Free and then engaged in a number of HIIT routines after getting into Paleo full swing. I am a very low-key person for the most part but adding a routine to my daily life really pushed my energy levels through the roof. I was doing the usual of slamming protein drinks and consuming multi-vitamins until I realized that I didn't really have to do all of that. I will say that P90X is a very robust program and anyone sticking with it will definitely show major improvements in strength and agility. It helped me to go from what's called skinny-fat to a ripped skinny individual. Tony Horton can be a drag to listen to over and over and over again (or at least his jokes) but the program itself is worthwhile and even doing the base minimum effort while eating properly will go a long way.