Daisy chain monitor from cinema display MacBook Air 5,2

I know the Mid-2012 MacBook Air is capable of 2 external displays as described here.

The monitor works when plugged directly into the MBA, but not when daisy chained from the back of the cinema display.

It's a dell monitor, and I'm using an Apple Thunderbolt-VGA adaptor.

Is there something I'm missing? Thanks!