What did it miss? (seriously, not snarky, just curious of the names of what it missed). There are things like false-positives and other small things that aren't threats. Some things that AVG won't flag as a possible threat might be flagged by other AV programs and vice versa. We had this years ago when we used Trend Micro PC-cillin. I now tend to look at what it found and start googling to see what it is.
I really don't think any one program is perfect. It is a useful tool to help a user. The best thing that any one person can do is be a smart surfer and a smart user. We try our best not to visit questionable sites, click on links that just don't look right and by keeping our AV up-to-date and frequent scannings.