Ad networks only store about 30-60 days of data. Beyond that it's not relevant and sometimes cookies have already been lost so it wont match up anyway. Either way, you're just a randomized ID number with some interest categories attached.
If you're worried about your entire history being used, I'd point to social networks like Facebook/Twitter/Google that have far more info, including personal details, and keep it permanently. If you are worried about privacy, read the ToS of those services very careful and either opt-out or delete your information because that's a whole different level to what most ad networks have.