No one program is going to detect everything 100% in a recent comparison avast gained a 98.2% detection rate, avg8 was I believe behind that, that still leaves 1.8% no one got 100%
As you found avast is faster coming forth in the test with avg8 behind it.
I abandoned avg a little over 5 years ago for avast and I haven't looked back.
Another fact that just because one AV detects it doesn't mean that it it is actually infected and all AV suffer to some degree from false positive detections, avast is no different. There is a site virustotal with 40 different scanners that we have people check suspect files at to confirm or deny the detection.
So without any detailed information or analysis I can't say one way or another, what I can say is if you changed your AV every time it missed a single detection it wouldn't take long before you tried them all.
You can only have one resident AV and my recommendation is use one that suits your needs and that is a decision only you can make. Me I know what suits me and has looked after me in the five years that I have had avast, not to mention in the free avg version it doesn't have anti-spyware or anti-rootkit detection or some of the other functions that are available in the free version of avast.