Keep in mind, they're making a best guess based on 3,000 DNA samples taken from modern-day reference populations, who might also be of mixed ancestry.
Ancestry says that those 3,000 people in the reference populations "have a genealogy which suggests they are native to one region." But they include the caveat that "many areas of the world have seen dramatic population movements over the past two thousand years."
So, it's not an exact science, or as they put it, ethnicity estimation is "a challenge that scientists around the world are still actively working on" and "our results may change" as they re-evaluate. Actually, a year or so ago, Ancestry re-did the ethnicity calculations.
More info: "How AncestryDNA determines genetic ethnicity"
http://help.ancestry.com/app/answers/detail/a_id/5449/