Is a security guard allowed to follow you around the entire Albertson's for no reason?

YOU say they have no reason. If the guard is employed by Albertsons they are simply doing their duty on their employers property. If you are not doing anything unlawful or improper, you should not have anything to worry about.

HOWEVER - if the guard approaches you in an improper manner (e.g.: desires social or sexaul contact), report them to the store manager or local law enforcement.