The only experience I have with period and exercise is: when I do an intense yoga or pilates class it can bring on menses. Like, last week - i am old (49) and i had not had a period in like, 6-8 months and I did an intense pilates class and it brought on menses! I would have been more shocked but in the past (10 years ago), an intense yoga class did the same thing (the teacher said "you must be ready for big changes...").
So while it's not your exact experience, I do believe that intense exercise and affect your period. Don't be worried -- keep up the good work! Protect your feet/ankles/knees with lots of stretching and good shoes!