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In simpler terms, zone 2 training is a type of exercise that helps build your endurance and aerobic capacity by working at a moderate intensity for longer periods of time. Your aerobic base is the foundation of your endurance and overall fitness, and having a strong aerobic base allows you to exercise for longer periods of time without feeling fatigued. VO2 max training is a type of exercise that focuses on increasing your body's ability to take in and use oxygen during intense exercise.
Aerobic fitness pertains to how efficiently your body can deliver oxygen to the muscles, and how efficiently your muscles can extract that oxygen. This is related to obvious activities like long distance running or cycling, but improved conditioning can also provide more energy for daily activities like working or buying groceries. Any movement shorter than brief, high intensity exercise uses oxygen to generate ATP. This is called aerobic exercise, and Zone 2 increases aerobic energy efficiency. Zone 2 exercise is long, low-moderate intensity, steady-state bouts of endurance work that increase the number, size, and energy (ATP) production of the mitochondria in your cells (admittedly I am unsure if it’s just within the working cells or not). In this podcast with Peter Attia, “Iñigo explains that zone 2 is basically the highest level of exertion that is effectively pure mitochondrial oxidative phosphorylation before you start to net accumulate lactate.” In other words, it is when lactate production and lactate clearance are the same rate. Additionally, "Zone 2 is defined as your highest metabolic output/work that you can sustain while keeping your lactate level below two millimole per liter.” By definition, Zone 2 exercise should not generate a strong ‘burn’ within your body.