It really helps me both with cramps and with things like mood. Like you, I'm more fatigued just before my period starts, but it's definitely worth getting out and doing stuff anyhow. There's some research out there that supports this, but it's not a very big body of evidence--sports medicine is sort of playing catch-up with research on woman-specific stuff.
Exercise and Premenstrual Symptomatology: A Comprehensive Review | Abstract
Cardinal Scholar: Exercise and premenstrual syndrome
The role of exercise in the treatment of menstrual disorders: the evidence