There will be spam that slips through the filter or worse legitimate mail that's caught by the anti-spam filter.
That's why it's a good idea to
- build a safety net into your filters.
Do not delete mail immediately with an anti-spam filter, do not even put it in the trash.
It's usually better to have a special "Possibly Spam" folder where filters put the suspected spam. Every few days you can have a look at the contents of this folder and, if it does not contain any legit email, empty it.